+67.2%
F vs RCAT
-99.8%
+167.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -8.3% | +5.4% | -2.8% |
| 7D | -3.9% | +15.6% | -19.4% | -4.0% |
| 30D | -0.5% | -24.1% | +23.6% | -0.3% |
| 3M | -12.9% | -61.9% | +49.0% | -12.4% |
| 6M | +1.5% | -64.3% | +65.9% | +2.1% |
| YTD | -5.0% | -50.4% | +45.4% | -4.8% |
| 1Y | -7.3% | -54.0% | +46.7% | -7.2% |
| 3Y | +45.3% | +347.2% | -301.9% | +42.7% |
| 5Y | -15.8% | +45.7% | -61.5% | -17.1% |
| All | +67.2% | -99.8% | +167.0% | +61.3% |
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