+237.8%
A vs RCAT
-98.4%
+336.2%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.9% | -6.5% | -2.7% |
| 7D | -2.1% | +5.4% | -7.4% | -2.1% |
| 30D | +0.6% | -5.6% | +6.2% | +0.6% |
| 3M | +10.9% | -30.2% | +41.1% | +11.1% |
| 6M | +28.2% | -43.4% | +71.5% | +28.5% |
| YTD | +8.6% | +9.6% | -1.1% | +8.2% |
| 1Y | +15.5% | -2.0% | +17.5% | +15.1% |
| 3Y | +31.8% | +825.0% | -793.2% | +28.5% |
| 5Y | -14.9% | +199.8% | -214.7% | -16.8% |
| 10Y | +237.8% | -98.4% | +336.2% | +215.9% |
| All | +237.8% | -98.4% | +336.2% | +215.9% |
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