+133.7%
AS vs RCAT
+415.1%
-281.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -14.9% | +12.6% | -1.3% |
| 7D | +7.1% | -32.6% | +39.7% | +9.6% |
| 30D | +12.8% | -46.3% | +59.1% | +17.1% |
| 3M | -14.7% | -60.7% | +46.0% | -9.9% |
| 6M | -9.9% | -67.4% | +57.4% | -4.7% |
| YTD | -16.1% | -57.1% | +40.9% | -14.1% |
| 1Y | +0.2% | -63.8% | +63.9% | +3.3% |
| All | +133.7% | +415.1% | -281.4% | +132.6% |
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