-49.3%
COMP vs RCAT
-20.5%
-28.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.4% | +5.1% | +2.0% |
| 7D | 0.0% | -5.9% | +5.9% | +0.6% |
| 30D | +16.6% | -19.7% | +36.2% | +18.8% |
| 3M | -23.5% | -62.9% | +39.3% | -16.3% |
| 6M | +25.7% | -59.6% | +85.3% | +34.8% |
| YTD | -3.4% | -52.1% | +48.7% | +0.4% |
| 1Y | +7.6% | -50.9% | +58.5% | +11.1% |
| 3Y | +423.6% | +333.8% | +89.8% | +276.2% |
| 5Y | -10.6% | +40.7% | -51.3% | -33.2% |
| All | -49.3% | -20.5% | -28.8% | -60.6% |
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