+208.6%
B vs RCAT
-99.6%
+308.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -6.4% | +0.3% | -6.1% |
| 7D | +7.1% | -5.6% | +12.7% | +7.1% |
| 30D | -3.3% | -27.0% | +23.7% | -3.2% |
| 3M | -2.5% | -57.9% | +55.4% | -2.2% |
| 6M | -7.2% | -59.4% | +52.2% | -7.0% |
| YTD | -7.4% | -46.9% | +39.6% | -7.2% |
| 1Y | +16.4% | -54.0% | +70.5% | +16.7% |
| 3Y | +178.7% | +378.4% | -199.7% | +177.6% |
| 5Y | +121.7% | +61.9% | +59.8% | +120.9% |
| 10Y | +208.6% | -99.6% | +308.2% | +207.4% |
| All | +208.6% | -99.6% | +308.2% | +207.4% |
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