+218.3%
C vs RCAT
-99.7%
+318.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.3% | +1.6% |
| 7D | -0.4% | +7.2% | -7.7% | -0.5% |
| 30D | -5.3% | -20.4% | +15.1% | -5.2% |
| 3M | -8.0% | -59.8% | +51.7% | -7.3% |
| 6M | -0.3% | -61.9% | +61.6% | +0.4% |
| YTD | +8.6% | -45.9% | +54.5% | +8.9% |
| 1Y | +25.8% | -50.5% | +76.3% | +26.2% |
| 3Y | +221.2% | +387.5% | -166.3% | +214.5% |
| 5Y | +113.6% | +70.9% | +42.6% | +109.7% |
| 10Y | +218.3% | -99.7% | +318.0% | +217.1% |
| All | +218.3% | -99.7% | +318.0% | +217.1% |
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