+318.8%
ADP vs RCAT
-99.7%
+418.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | +0.3% |
| 7D | +0.9% | +7.2% | -6.3% | +0.9% |
| 30D | +11.9% | -20.4% | +32.3% | +12.0% |
| 3M | +13.7% | -59.8% | +73.5% | +14.2% |
| 6M | +46.8% | -61.9% | +108.6% | +47.3% |
| YTD | +21.8% | -45.9% | +67.7% | +21.8% |
| 1Y | +23.5% | -50.5% | +74.1% | +23.6% |
| 3Y | +44.1% | +387.5% | -343.4% | +41.4% |
| 5Y | +49.9% | +70.9% | -21.0% | +47.5% |
| 10Y | +318.8% | -99.7% | +418.5% | +300.9% |
| All | +318.8% | -99.7% | +418.5% | +300.9% |
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