+13.1%
D vs RCAT
+57.4%
-44.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -8.3% | +7.5% | -0.8% |
| 7D | -3.1% | +15.6% | -18.6% | -3.1% |
| 30D | +8.4% | -24.1% | +32.5% | +8.5% |
| 3M | +0.2% | -61.9% | +62.1% | +0.9% |
| 6M | +9.5% | -64.3% | +73.8% | +10.1% |
| YTD | +18.8% | -50.4% | +69.2% | +18.7% |
| 1Y | +14.7% | -54.0% | +68.7% | +14.6% |
| 3Y | +72.9% | +347.2% | -274.2% | +61.6% |
| 5Y | +13.1% | +45.7% | -32.6% | +9.0% |
| All | +13.1% | +57.4% | -44.3% | +9.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling