-50.2%
COMP vs RCAT
-17.7%
-32.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -8.3% | +6.1% | -1.3% |
| 7D | +8.9% | +15.6% | -6.7% | +7.4% |
| 30D | +14.0% | -24.1% | +38.1% | +16.7% |
| 3M | -21.1% | -61.9% | +40.7% | -13.9% |
| 6M | +20.1% | -64.3% | +84.4% | +30.2% |
| YTD | -5.0% | -50.4% | +45.4% | -1.6% |
| 1Y | +5.7% | -54.0% | +59.7% | +9.7% |
| 3Y | +412.2% | +347.2% | +65.1% | +267.0% |
| 5Y | -12.1% | +45.7% | -57.8% | -34.5% |
| All | -50.2% | -17.7% | -32.5% | -61.4% |
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