+533.2%
XYZ vs RCAT
-98.6%
+631.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | -0.7% |
| 7D | -1.0% | -1.4% | +0.4% | -0.9% |
| 30D | -1.7% | -3.3% | +1.6% | -1.7% |
| 3M | +16.7% | -43.2% | +60.0% | +17.7% |
| 6M | +26.9% | -43.2% | +70.0% | +27.6% |
| YTD | +27.1% | +5.5% | +21.6% | +26.4% |
| 1Y | +9.3% | -1.6% | +10.9% | +8.5% |
| 3Y | +42.3% | +773.7% | -731.4% | +35.0% |
| 5Y | -69.3% | +187.6% | -256.9% | -70.7% |
| 10Y | +586.8% | -98.5% | +685.3% | +517.7% |
| All | +533.2% | -98.6% | +631.8% | +456.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling