+314.7%
A vs RCAT
-99.8%
+414.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.4% | +4.0% | +0.6% |
| 7D | -0.5% | -5.9% | +5.5% | -0.4% |
| 30D | 0.0% | -19.7% | +19.6% | +0.1% |
| 3M | +16.7% | -62.9% | +79.6% | +17.6% |
| 6M | +54.8% | -59.6% | +114.4% | +55.8% |
| YTD | +28.8% | -52.1% | +80.9% | +29.2% |
| 1Y | +19.3% | -50.9% | +70.2% | +19.6% |
| 3Y | +65.5% | +333.8% | -268.3% | +62.4% |
| 5Y | +12.1% | +40.7% | -28.7% | +10.3% |
| All | +314.7% | -99.8% | +414.5% | +299.6% |
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