+9.2%
Z vs RCAT
-99.5%
+108.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -14.9% | +4.2% | -10.5% |
| 7D | -2.3% | -32.6% | +30.3% | -1.9% |
| 30D | +9.4% | -46.3% | +55.6% | +10.0% |
| 3M | -16.1% | -60.7% | +44.6% | -15.4% |
| 6M | -30.4% | -67.4% | +36.9% | -29.8% |
| YTD | -55.6% | -57.1% | +1.5% | -55.4% |
| 1Y | -58.5% | -63.8% | +5.3% | -58.3% |
| 3Y | -19.6% | +268.1% | -287.7% | -21.1% |
| 5Y | -54.1% | +25.2% | -79.3% | -54.9% |
| 10Y | -12.1% | -99.7% | +87.6% | -13.6% |
| All | +9.2% | -99.5% | +108.7% | +0.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling