-49.3%
COMP vs RCAT
-15.5%
-33.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +18.6% | -7.9% | +8.9% |
| 7D | +13.4% | -12.7% | +26.2% | +14.7% |
| 30D | +11.1% | -34.3% | +45.4% | +15.3% |
| 3M | -18.8% | -53.4% | +34.6% | -13.2% |
| 6M | +10.5% | -62.0% | +72.5% | +19.0% |
| YTD | -3.4% | -49.1% | +45.6% | -0.2% |
| 1Y | +19.7% | -53.1% | +72.8% | +23.8% |
| 3Y | +381.6% | +318.7% | +63.0% | +248.0% |
| 5Y | -17.6% | +48.5% | -66.1% | -38.8% |
| All | -49.3% | -15.5% | -33.8% | -60.9% |
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 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