+543.0%
XYZ vs RCAT
-99.4%
+642.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -14.9% | +10.8% | -3.9% |
| 7D | +9.2% | -32.6% | +41.8% | +9.9% |
| 30D | +9.8% | -46.3% | +56.1% | +10.8% |
| 3M | -0.2% | -60.7% | +60.5% | +1.2% |
| 6M | +18.0% | -67.4% | +85.3% | +19.8% |
| YTD | +29.1% | -57.1% | +86.2% | +30.2% |
| 1Y | +14.1% | -63.8% | +77.9% | +15.2% |
| 3Y | +72.6% | +268.1% | -195.5% | +66.0% |
| 5Y | -64.6% | +25.2% | -89.8% | -65.7% |
| 10Y | +590.0% | -99.7% | +689.7% | +534.4% |
| All | +543.0% | -99.4% | +642.4% | +473.3% |
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