+207.0%
C vs RCAT
-99.8%
+306.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.4% | +3.4% | 0.0% |
| 7D | +4.2% | -5.9% | +10.1% | +4.2% |
| 30D | +2.0% | -19.7% | +21.6% | +2.1% |
| 3M | -10.1% | -62.9% | +52.7% | -9.4% |
| 6M | +1.0% | -59.6% | +60.6% | +1.6% |
| YTD | +8.5% | -52.1% | +60.6% | +8.8% |
| 1Y | +25.7% | -50.9% | +76.6% | +26.1% |
| 3Y | +216.0% | +333.8% | -117.8% | +210.0% |
| 5Y | +112.3% | +40.7% | +71.6% | +108.9% |
| All | +207.0% | -99.8% | +306.9% | +208.4% |
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