+152.3%
ACN vs RCAT
-99.8%
+252.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.6% | +0.2% |
| 7D | -3.8% | -5.9% | +2.1% | -3.8% |
| 30D | +16.5% | -19.7% | +36.2% | +16.6% |
| 3M | +41.5% | -62.9% | +104.3% | +42.4% |
| 6M | +60.1% | -59.6% | +119.6% | +60.8% |
| YTD | -3.9% | -52.1% | +48.1% | -3.8% |
| 1Y | +4.1% | -50.9% | +55.0% | +4.2% |
| 3Y | -15.9% | +333.8% | -349.6% | -17.8% |
| 5Y | -26.3% | +40.7% | -67.1% | -27.8% |
| All | +152.3% | -99.8% | +252.1% | +132.8% |
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 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