+14.1%
AGG vs RCAT
-98.5%
+112.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | -0.1% |
| 7D | -1.1% | -4.9% | +3.8% | -1.0% |
| 30D | -1.1% | -22.9% | +21.7% | -1.1% |
| 3M | -1.9% | -33.7% | +31.8% | -1.9% |
| 6M | -1.7% | -50.7% | +49.0% | -1.7% |
| YTD | -1.3% | +0.4% | -1.7% | -1.3% |
| 1Y | -0.7% | -27.6% | +26.9% | -0.8% |
| 3Y | +12.5% | +753.2% | -740.7% | +12.1% |
| 5Y | -2.5% | +183.3% | -185.8% | -2.8% |
| All | +14.1% | -98.5% | +112.7% | +13.1% |
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