+225.2%
ACWI vs RCAT
-99.8%
+325.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.4% | +3.2% | -0.3% |
| 7D | +2.4% | -5.9% | +8.4% | +2.5% |
| 30D | -1.7% | -19.7% | +18.0% | -1.6% |
| 3M | -3.9% | -62.9% | +58.9% | -3.4% |
| 6M | +0.8% | -59.6% | +60.4% | +1.2% |
| YTD | +11.0% | -52.1% | +63.1% | +11.3% |
| 1Y | +13.1% | -50.9% | +64.0% | +13.3% |
| 3Y | +73.9% | +333.8% | -259.9% | +71.6% |
| 5Y | +59.0% | +40.7% | +18.3% | +57.3% |
| All | +225.2% | -99.8% | +325.1% | +219.9% |
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