-1.4%
DOW vs RCAT
+78.7%
-80.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.9% | +1.5% | +3.3% |
| 7D | -0.5% | +7.2% | -7.7% | -0.6% |
| 30D | +15.7% | -20.4% | +36.1% | +16.0% |
| 3M | +5.3% | -59.8% | +65.1% | +6.5% |
| 6M | -14.2% | -61.9% | +47.7% | -13.4% |
| YTD | +43.9% | -45.9% | +89.8% | +44.2% |
| 1Y | +53.1% | -50.5% | +103.6% | +53.4% |
| 3Y | -21.8% | +387.5% | -409.3% | -24.1% |
| 5Y | -28.3% | +70.9% | -99.2% | -30.1% |
| All | -1.4% | +78.7% | -80.2% | -4.3% |
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