+45.3%
AR vs RCAT
-99.8%
+145.1%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +18.6% | -19.5% | -0.9% |
| 7D | -14.3% | -12.7% | -1.5% | -14.2% |
| 30D | +1.4% | -34.3% | +35.7% | +1.6% |
| 3M | +3.4% | -53.4% | +56.8% | +3.7% |
| 6M | -2.1% | -62.0% | +59.9% | -1.7% |
| YTD | +4.7% | -49.1% | +53.8% | +4.8% |
| 1Y | +10.6% | -53.1% | +63.7% | +10.7% |
| 3Y | +24.6% | +318.7% | -294.1% | +23.6% |
| 5Y | +71.9% | +48.5% | +23.4% | +70.7% |
| All | +45.3% | -99.8% | +145.1% | +47.8% |
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