-56.3%
Z vs RCAT
+46.9%
-103.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +18.6% | -21.1% | -4.0% |
| 7D | -4.6% | -12.7% | +8.2% | -3.7% |
| 30D | +8.3% | -34.3% | +42.6% | +11.8% |
| 3M | -11.6% | -53.4% | +41.8% | -6.3% |
| 6M | -33.6% | -62.0% | +28.3% | -29.4% |
| YTD | -56.7% | -49.1% | -7.6% | -55.9% |
| 1Y | -59.1% | -53.1% | -6.0% | -58.3% |
| 3Y | -20.4% | +318.7% | -339.0% | -40.5% |
| All | -56.3% | +46.9% | -103.2% | -64.4% |
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