+226.1%
ACWI vs RCAT
-99.8%
+326.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -8.3% | +7.7% | -0.5% |
| 7D | +2.7% | +15.6% | -12.9% | +2.6% |
| 30D | -2.6% | -24.1% | +21.5% | -2.5% |
| 3M | -3.2% | -61.9% | +58.7% | -2.7% |
| 6M | +1.9% | -64.3% | +66.2% | +2.4% |
| YTD | +11.3% | -50.4% | +61.7% | +11.6% |
| 1Y | +11.7% | -54.0% | +65.7% | +11.9% |
| 3Y | +74.4% | +347.2% | -272.8% | +72.1% |
| 5Y | +59.5% | +45.7% | +13.7% | +57.7% |
| All | +226.1% | -99.8% | +326.0% | +220.7% |
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