+40.1%
YUM vs RCAT
+41.8%
-1.6%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.4% | +4.7% | +1.3% |
| 7D | +0.1% | -5.9% | +6.1% | +0.1% |
| 30D | +10.0% | -19.7% | +29.6% | +10.0% |
| 3M | +7.5% | -62.9% | +70.3% | +7.9% |
| 6M | +8.8% | -59.6% | +68.4% | +8.9% |
| YTD | +8.2% | -52.1% | +60.3% | +7.9% |
| 1Y | +9.8% | -50.9% | +60.7% | +9.4% |
| 3Y | +36.4% | +333.8% | -297.3% | +28.7% |
| All | +40.1% | +41.8% | -1.6% | +34.6% |
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