-54.1%
Z vs RCAT
+25.6%
-79.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -14.9% | +4.2% | -9.4% |
| 7D | -2.3% | -32.6% | +30.3% | +1.0% |
| 30D | +9.4% | -46.3% | +55.6% | +15.1% |
| 3M | -16.1% | -60.7% | +44.6% | -9.6% |
| 6M | -30.4% | -67.4% | +36.9% | -24.9% |
| YTD | -55.6% | -57.1% | +1.5% | -54.0% |
| 1Y | -58.5% | -63.8% | +5.3% | -56.6% |
| 3Y | -19.6% | +268.1% | -287.7% | -39.1% |
| 5Y | -54.1% | +25.2% | -79.3% | -62.0% |
| All | -54.1% | +25.6% | -79.8% | -62.0% |
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