+174.6%
ARM vs RCAT
+329.8%
-155.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +18.6% | -13.9% | +2.1% |
| 7D | -15.2% | -12.7% | -2.5% | -13.7% |
| 30D | -40.7% | -34.3% | -6.4% | -37.3% |
| 3M | -39.1% | -53.4% | +14.3% | -33.0% |
| 6M | -26.4% | -62.0% | +35.5% | -17.4% |
| YTD | +59.7% | -49.1% | +108.8% | +70.6% |
| 1Y | +10.3% | -53.1% | +63.5% | +18.1% |
| 3Y | +228.9% | +318.7% | -89.8% | +169.5% |
| All | +174.6% | +329.8% | -155.2% | +122.2% |
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