+223.5%
C vs RCAT
-99.8%
+323.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +18.6% | -18.1% | +0.3% |
| 7D | -2.4% | -12.7% | +10.3% | -2.3% |
| 30D | -6.0% | -34.3% | +28.3% | -5.7% |
| 3M | -10.5% | -53.4% | +42.9% | -10.0% |
| 6M | -5.7% | -62.0% | +56.2% | -5.1% |
| YTD | +4.1% | -49.1% | +53.2% | +4.4% |
| 1Y | +20.5% | -53.1% | +73.6% | +20.9% |
| 3Y | +208.1% | +318.7% | -110.5% | +202.3% |
| 5Y | +110.4% | +48.5% | +61.9% | +107.0% |
| All | +223.5% | -99.8% | +323.3% | +220.9% |
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