+89.2%
ES vs RCAT
-99.6%
+188.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.4% | +6.6% | +0.2% |
| 7D | +0.9% | -5.6% | +6.5% | +0.9% |
| 30D | +5.9% | -27.0% | +33.0% | +6.0% |
| 3M | -1.0% | -57.9% | +56.9% | -0.8% |
| 6M | +7.2% | -59.4% | +66.6% | +7.4% |
| YTD | +7.0% | -46.9% | +53.9% | +7.0% |
| 1Y | +0.5% | -54.0% | +54.5% | +0.5% |
| 3Y | +48.7% | +378.4% | -329.8% | +47.1% |
| 5Y | +1.9% | +61.9% | -60.0% | +1.0% |
| 10Y | +89.2% | -99.6% | +188.8% | +87.1% |
| All | +89.2% | -99.6% | +188.8% | +87.1% |
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 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