+13.5%
D vs RCAT
+68.2%
-54.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -0.5% |
| 7D | -2.4% | +7.2% | -9.7% | -2.5% |
| 30D | +9.0% | -20.4% | +29.4% | +9.1% |
| 3M | +1.0% | -59.8% | +60.7% | +1.6% |
| 6M | +11.0% | -61.9% | +72.9% | +11.6% |
| YTD | +19.8% | -45.9% | +65.7% | +19.6% |
| 1Y | +16.0% | -50.5% | +66.5% | +15.8% |
| 3Y | +74.4% | +387.5% | -313.1% | +63.0% |
| 5Y | +13.5% | +70.9% | -57.4% | +8.2% |
| All | +13.5% | +68.2% | -54.7% | +8.2% |
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