-46.5%
COMP vs RCAT
-5.9%
-40.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +11.4% | -5.7% | +4.5% |
| 7D | +14.5% | +1.1% | +13.4% | +14.2% |
| 30D | +14.9% | -22.0% | +36.9% | +17.3% |
| 3M | -14.2% | -51.1% | +36.9% | -8.7% |
| 6M | +23.7% | -56.6% | +80.3% | +31.5% |
| YTD | +2.1% | -43.3% | +45.3% | +4.3% |
| 1Y | +26.2% | -51.5% | +77.7% | +30.0% |
| 3Y | +470.9% | +411.4% | +59.5% | +303.4% |
| 5Y | -14.0% | +74.4% | -88.4% | -36.9% |
| All | -46.5% | -5.9% | -40.6% | -59.1% |
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