+34.7%
D vs RCAT
-98.5%
+133.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | -0.4% |
| 7D | +1.5% | -1.4% | +2.9% | +1.5% |
| 30D | -2.6% | -3.3% | +0.8% | -2.6% |
| 3M | 0.0% | -43.2% | +43.2% | +0.2% |
| 6M | +7.4% | -43.2% | +50.5% | +7.5% |
| YTD | +15.9% | +5.5% | +10.3% | +15.6% |
| 1Y | +18.1% | -1.6% | +19.8% | +17.8% |
| 3Y | +58.4% | +773.7% | -715.3% | +55.4% |
| 5Y | +5.2% | +187.6% | -182.4% | +3.4% |
| All | +34.7% | -98.5% | +133.2% | +25.6% |
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