+43.8%
D vs RCAT
-99.6%
+143.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +11.4% | -11.9% | -0.6% |
| 7D | +0.8% | +1.1% | -0.4% | +0.7% |
| 30D | +10.7% | -22.0% | +32.7% | +10.8% |
| 3M | +2.3% | -51.1% | +53.4% | +2.6% |
| 6M | +12.5% | -56.6% | +69.1% | +12.8% |
| YTD | +20.1% | -43.3% | +63.3% | +20.1% |
| 1Y | +15.6% | -51.5% | +67.1% | +15.6% |
| 3Y | +75.2% | +411.4% | -336.2% | +72.1% |
| 5Y | +14.6% | +74.4% | -59.8% | +12.8% |
| 10Y | +43.8% | -99.6% | +143.3% | +34.5% |
| All | +43.8% | -99.6% | +143.3% | +34.5% |
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