+0.1%
DOW vs RCAT
+58.3%
-58.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.4% | +3.1% | -0.3% |
| 7D | +5.2% | -5.9% | +11.2% | +5.3% |
| 30D | +13.2% | -19.7% | +32.9% | +13.4% |
| 3M | +10.1% | -62.9% | +72.9% | +11.4% |
| 6M | -13.1% | -59.6% | +46.5% | -12.3% |
| YTD | +46.1% | -52.1% | +98.2% | +46.7% |
| 1Y | +50.0% | -50.9% | +100.9% | +50.4% |
| 3Y | -20.2% | +333.8% | -354.0% | -22.4% |
| 5Y | -27.7% | +40.7% | -68.4% | -29.4% |
| All | +0.1% | +58.3% | -58.2% | -2.7% |
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