+190.2%
B vs RCAT
-98.5%
+288.6%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.2% | -2.2% |
| 7D | -1.6% | -1.4% | -0.2% | -1.6% |
| 30D | +9.4% | -3.3% | +12.8% | +9.4% |
| 3M | +5.0% | -43.2% | +48.2% | +5.2% |
| 6M | -3.5% | -43.2% | +39.6% | -3.4% |
| YTD | +4.5% | +5.5% | -1.1% | +4.4% |
| 1Y | +67.8% | -1.6% | +69.4% | +67.7% |
| 3Y | +196.7% | +773.7% | -577.0% | +195.2% |
| 5Y | +151.9% | +187.6% | -35.7% | +150.8% |
| All | +190.2% | -98.5% | +288.6% | +196.9% |
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