-21.0%
Z vs RCAT
+373.0%
-394.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -6.4% | +0.9% | -5.0% |
| 7D | -6.5% | -5.6% | -0.9% | -6.3% |
| 30D | -0.1% | -27.0% | +26.9% | +2.0% |
| 3M | -14.1% | -57.9% | +43.8% | -8.7% |
| 6M | -30.1% | -59.4% | +29.4% | -26.5% |
| YTD | -57.5% | -46.9% | -10.6% | -56.8% |
| 1Y | -60.3% | -54.0% | -6.3% | -59.4% |
| 3Y | -21.0% | +378.4% | -399.4% | -32.7% |
| All | -21.0% | +373.0% | -394.1% | -32.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling