-62.3%
XYZ vs RCAT
+63.2%
-125.5%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -6.4% | +3.1% | -2.8% |
| 7D | +12.6% | -5.6% | +18.2% | +12.7% |
| 30D | +10.8% | -27.0% | +37.8% | +13.4% |
| 3M | +8.4% | -57.9% | +66.3% | +16.3% |
| 6M | +14.3% | -59.4% | +73.7% | +21.8% |
| YTD | +31.5% | -46.9% | +78.4% | +34.0% |
| 1Y | +28.1% | -54.0% | +82.2% | +31.5% |
| 3Y | +66.2% | +378.4% | -312.2% | +19.8% |
| 5Y | -62.3% | +61.9% | -124.3% | -69.4% |
| All | -62.3% | +63.2% | -125.5% | -69.4% |
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