-44.0%
ZBRA vs RCAT
+68.2%
-112.3%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | 0.0% | +1.7% |
| 7D | -1.5% | +7.2% | -8.8% | -2.2% |
| 30D | -15.6% | -20.4% | +4.8% | -14.5% |
| 3M | -14.5% | -59.8% | +45.2% | -9.3% |
| 6M | +50.9% | -61.9% | +112.8% | +59.1% |
| YTD | +34.8% | -45.9% | +80.8% | +36.2% |
| 1Y | +28.3% | -50.5% | +78.8% | +29.9% |
| 3Y | +58.8% | +387.5% | -328.7% | +27.5% |
| 5Y | -44.0% | +70.9% | -114.9% | -51.8% |
| All | -44.0% | +68.2% | -112.3% | -51.8% |
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 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