+82.9%
ES vs RCAT
-99.8%
+182.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +18.6% | -21.5% | -2.9% |
| 7D | +1.9% | -12.7% | +14.6% | +1.9% |
| 30D | +7.1% | -34.3% | +41.4% | +7.2% |
| 3M | -1.9% | -53.4% | +51.5% | -1.7% |
| 6M | +4.4% | -62.0% | +66.3% | +4.6% |
| YTD | +7.3% | -49.1% | +56.4% | +7.4% |
| 1Y | +2.1% | -53.1% | +55.3% | +2.2% |
| 3Y | +41.8% | +318.7% | -276.8% | +40.5% |
| 5Y | +1.4% | +48.5% | -47.1% | +0.6% |
| All | +82.9% | -99.8% | +182.7% | +79.4% |
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