+216.9%
B vs RCAT
-99.8%
+316.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -8.3% | +5.2% | -3.1% |
| 7D | -6.2% | +15.6% | -21.8% | -6.3% |
| 30D | -6.6% | -24.1% | +17.5% | -6.5% |
| 3M | -7.9% | -61.9% | +54.0% | -7.5% |
| 6M | -16.8% | -64.3% | +47.5% | -16.5% |
| YTD | -11.7% | -50.4% | +38.7% | -11.5% |
| 1Y | +3.5% | -54.0% | +57.5% | +3.7% |
| 3Y | +165.7% | +347.2% | -181.4% | +164.3% |
| 5Y | +108.4% | +45.7% | +62.7% | +107.5% |
| All | +216.9% | -99.8% | +316.7% | +200.1% |
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