-10.9%
DOW vs RCAT
+238.7%
-249.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.5% | +5.9% | -0.5% |
| 7D | -6.0% | -2.3% | -3.7% | -6.0% |
| 30D | -2.7% | -18.7% | +16.0% | -2.5% |
| 3M | -10.5% | -29.3% | +18.8% | -10.2% |
| 6M | -12.4% | -42.3% | +29.9% | -12.1% |
| YTD | +30.0% | +2.5% | +27.5% | +29.3% |
| 1Y | +27.8% | -5.7% | +33.5% | +27.0% |
| 3Y | -34.9% | +764.9% | -799.8% | -37.3% |
| 5Y | -35.9% | +182.3% | -218.2% | -38.0% |
| All | -10.9% | +238.7% | -249.7% | -14.2% |
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 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