-34.0%
Z vs RCAT
+762.9%
-796.8%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.0% | -0.1% | -2.0% |
| 7D | -3.0% | -1.4% | -1.6% | -2.9% |
| 30D | -4.2% | -3.3% | -0.8% | -4.1% |
| 3M | -3.7% | -43.2% | +39.5% | +0.1% |
| 6M | -24.5% | -43.2% | +18.7% | -22.5% |
| YTD | -49.3% | +5.5% | -54.8% | -51.0% |
| 1Y | -58.7% | -1.6% | -57.0% | -60.6% |
| All | -34.0% | +762.9% | -796.8% | -47.1% |
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