+672.3%
AU vs RCAT
-98.5%
+770.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.5% |
| 7D | -4.3% | -4.9% | +0.6% | -4.2% |
| 30D | +7.3% | -22.9% | +30.2% | +7.4% |
| 3M | +26.3% | -33.7% | +60.0% | +26.5% |
| 6M | +1.8% | -50.7% | +52.5% | +2.0% |
| YTD | +26.8% | +0.4% | +26.4% | +26.8% |
| 1Y | +66.7% | -27.6% | +94.3% | +66.7% |
| 3Y | +579.1% | +753.2% | -174.1% | +573.0% |
| 5Y | +689.3% | +183.3% | +506.1% | +683.0% |
| All | +672.3% | -98.5% | +770.8% | +662.3% |
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