-63.9%
XYZ vs RCAT
+46.9%
-110.8%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +18.6% | -16.9% | 0.0% |
| 7D | +12.1% | -12.7% | +24.9% | +13.1% |
| 30D | +12.4% | -34.3% | +46.7% | +16.1% |
| 3M | +8.2% | -53.4% | +61.6% | +15.0% |
| 6M | +20.7% | -62.0% | +82.6% | +29.3% |
| YTD | +31.3% | -49.1% | +80.4% | +34.4% |
| 1Y | +20.5% | -53.1% | +73.6% | +23.4% |
| 3Y | +72.6% | +318.7% | -246.0% | +26.5% |
| All | -63.9% | +46.9% | -110.8% | -70.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded RCAT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling