+323.8%
A vs RCAT
-99.6%
+423.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +11.4% | -8.3% | +3.0% |
| 7D | +4.8% | +1.1% | +3.6% | +4.7% |
| 30D | +5.6% | -22.0% | +27.7% | +5.8% |
| 3M | +23.6% | -51.1% | +74.8% | +24.2% |
| 6M | +56.4% | -56.6% | +113.0% | +57.2% |
| YTD | +33.4% | -43.3% | +76.7% | +33.6% |
| 1Y | +23.7% | -51.5% | +75.2% | +24.0% |
| 3Y | +71.0% | +411.4% | -340.4% | +67.6% |
| 5Y | +16.8% | +74.4% | -57.6% | +14.8% |
| 10Y | +323.8% | -99.6% | +423.4% | +309.5% |
| All | +323.8% | -99.6% | +423.4% | +309.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling