+112.2%
C vs RCAT
+63.2%
+49.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.4% | +6.7% | +0.7% |
| 7D | -0.4% | -5.6% | +5.2% | -0.2% |
| 30D | -5.2% | -27.0% | +21.9% | -3.6% |
| 3M | -9.1% | -57.9% | +48.8% | -4.5% |
| 6M | -1.6% | -59.4% | +57.8% | +2.6% |
| YTD | +6.9% | -46.9% | +53.9% | +8.4% |
| 1Y | +23.0% | -54.0% | +77.0% | +25.2% |
| 3Y | +216.1% | +378.4% | -162.3% | +173.8% |
| 5Y | +112.2% | +61.9% | +50.3% | +89.9% |
| All | +112.2% | +63.2% | +49.1% | +89.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling