+749.2%
COST vs RCAT
-99.8%
+849.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -8.3% | +8.7% | +0.4% |
| 7D | +2.5% | +15.6% | -13.1% | +2.5% |
| 30D | +14.6% | -24.1% | +38.7% | +14.6% |
| 3M | +15.2% | -61.9% | +77.1% | +15.4% |
| 6M | +7.2% | -64.3% | +71.5% | +7.4% |
| YTD | +27.4% | -50.4% | +77.8% | +27.4% |
| 1Y | +20.2% | -54.0% | +74.2% | +20.2% |
| 3Y | +96.9% | +347.2% | -250.3% | +95.4% |
| 5Y | +122.8% | +45.7% | +77.1% | +121.4% |
| All | +749.2% | -99.8% | +849.1% | +728.5% |
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