+68.2%
DD vs RCAT
-98.4%
+166.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.9% | -4.1% | -0.2% |
| 7D | -0.6% | +5.4% | -6.0% | -0.6% |
| 30D | -7.4% | -5.6% | -1.8% | -7.4% |
| 3M | -6.4% | -30.2% | +23.8% | -6.2% |
| 6M | -2.5% | -43.4% | +40.9% | -2.2% |
| YTD | +10.2% | +9.6% | +0.6% | +9.9% |
| 1Y | +36.9% | -2.0% | +38.9% | +36.5% |
| 3Y | +47.0% | +825.0% | -778.0% | +43.8% |
| 5Y | +63.1% | +199.8% | -136.7% | +59.8% |
| 10Y | +68.2% | -98.4% | +166.6% | +58.9% |
| All | +68.2% | -98.4% | +166.6% | +58.9% |
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