+183.8%
EXC vs RCAT
-99.6%
+283.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +11.4% | -11.3% | +0.1% |
| 7D | -1.7% | +1.1% | -2.8% | -1.7% |
| 30D | +9.3% | -22.0% | +31.3% | +9.3% |
| 3M | +1.0% | -51.1% | +52.2% | +1.1% |
| 6M | +5.9% | -56.6% | +62.5% | +6.0% |
| YTD | +7.6% | -43.3% | +50.9% | +7.6% |
| 1Y | +2.4% | -51.5% | +53.9% | +2.4% |
| 3Y | +30.2% | +411.4% | -381.1% | +29.4% |
| 5Y | +41.4% | +74.4% | -33.1% | +40.5% |
| 10Y | +183.8% | -99.6% | +283.3% | +187.3% |
| All | +183.8% | -99.6% | +283.3% | +187.3% |
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