+308.7%
A vs RCAT
-99.6%
+408.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.4% | +5.2% | -1.2% |
| 7D | +1.4% | -5.6% | +7.0% | +1.4% |
| 30D | +4.3% | -27.0% | +31.3% | +4.5% |
| 3M | +19.8% | -57.9% | +77.7% | +20.5% |
| 6M | +54.4% | -59.4% | +113.8% | +55.3% |
| YTD | +31.7% | -46.9% | +78.6% | +32.0% |
| 1Y | +22.4% | -54.0% | +76.5% | +22.8% |
| 3Y | +67.7% | +378.4% | -310.7% | +64.5% |
| 5Y | +15.7% | +61.9% | -46.2% | +13.8% |
| 10Y | +308.7% | -99.6% | +408.3% | +295.4% |
| All | +308.7% | -99.6% | +408.3% | +295.4% |
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