+55.0%
ACWI vs RCAT
+46.9%
+8.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +18.6% | -18.7% | -0.8% |
| 7D | -2.4% | -12.7% | +10.4% | -1.9% |
| 30D | -5.2% | -34.3% | +29.1% | -3.8% |
| 3M | -4.8% | -53.4% | +48.6% | -2.3% |
| 6M | -1.3% | -62.0% | +60.6% | +1.6% |
| YTD | +8.4% | -49.1% | +57.4% | +9.5% |
| 1Y | +11.0% | -53.1% | +64.2% | +12.2% |
| 3Y | +70.6% | +318.7% | -248.1% | +55.0% |
| All | +55.0% | +46.9% | +8.1% | +46.4% |
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 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