+700.5%
AU vs RCAT
+184.3%
+516.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.5% | +7.1% | +0.9% |
| 7D | +0.6% | -2.3% | +2.9% | +0.7% |
| 30D | +12.3% | -18.7% | +31.0% | +13.0% |
| 3M | +29.4% | -29.3% | +58.6% | +30.5% |
| 6M | +3.2% | -42.3% | +45.5% | +4.4% |
| YTD | +31.8% | +2.5% | +29.3% | +31.9% |
| 1Y | +83.4% | -5.7% | +89.1% | +83.6% |
| 3Y | +623.1% | +764.9% | -141.8% | +598.6% |
| 5Y | +700.5% | +182.3% | +518.2% | +680.2% |
| All | +700.5% | +184.3% | +516.2% | +680.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling