+54.5%
AR vs RCAT
-99.6%
+154.1%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.2% | +0.1% | +4.3% |
| 7D | -5.8% | -5.6% | -0.2% | -5.7% |
| 30D | +4.8% | -27.0% | +31.9% | +4.9% |
| 3M | +1.5% | -57.9% | +59.4% | +1.9% |
| 6M | +4.7% | -59.4% | +64.1% | +5.0% |
| YTD | +9.2% | -46.9% | +56.1% | +9.3% |
| 1Y | +11.2% | -54.0% | +65.2% | +11.3% |
| 3Y | +46.2% | +378.4% | -332.2% | +45.1% |
| 5Y | +98.1% | +61.9% | +36.1% | +96.7% |
| 10Y | +54.5% | -99.6% | +154.1% | +56.9% |
| All | +54.5% | -99.6% | +154.1% | +56.9% |
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