+49.1%
D vs RCAT
-99.8%
+148.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.7% | +0.2% |
| 7D | -1.4% | -5.9% | +4.6% | -1.3% |
| 30D | +7.7% | -19.7% | +27.4% | +7.8% |
| 3M | -0.3% | -62.9% | +62.6% | +0.1% |
| 6M | +10.1% | -59.6% | +69.6% | +10.4% |
| YTD | +19.1% | -52.1% | +71.2% | +19.2% |
| 1Y | +15.9% | -50.9% | +66.8% | +15.9% |
| 3Y | +75.0% | +333.8% | -258.8% | +72.0% |
| 5Y | +13.4% | +40.7% | -27.4% | +11.7% |
| All | +49.1% | -99.8% | +148.9% | +36.3% |
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