+59.5%
ACWI vs RCAT
+71.1%
-11.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +11.4% | -8.8% | +2.2% |
| 7D | +0.3% | +1.1% | -0.8% | +0.1% |
| 30D | -2.8% | -22.0% | +19.2% | -2.1% |
| 3M | -3.2% | -51.1% | +48.0% | -0.8% |
| 6M | +1.3% | -56.6% | +57.9% | +3.7% |
| YTD | +11.2% | -43.3% | +54.5% | +11.9% |
| 1Y | +13.8% | -51.5% | +65.3% | +14.8% |
| 3Y | +76.2% | +411.4% | -335.2% | +58.7% |
| 5Y | +59.5% | +74.4% | -14.9% | +49.7% |
| All | +59.5% | +71.1% | -11.6% | +49.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling