-35.9%
DOW vs RCAT
+192.8%
-228.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.9% | -3.4% | +0.3% |
| 7D | -2.9% | +5.4% | -8.3% | -3.2% |
| 30D | +2.0% | -5.6% | +7.5% | +2.1% |
| 3M | -12.5% | -30.2% | +17.7% | -11.4% |
| 6M | -9.2% | -43.4% | +34.2% | -7.9% |
| YTD | +30.8% | +9.6% | +21.1% | +27.7% |
| 1Y | +29.4% | -2.0% | +31.4% | +26.1% |
| 3Y | -34.6% | +825.0% | -859.6% | -43.5% |
| 5Y | -35.9% | +199.8% | -235.8% | -43.1% |
| All | -35.9% | +192.8% | -228.7% | -43.1% |
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