-12.5%
F vs RCAT
+63.2%
-75.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.4% | +5.7% | -0.5% |
| 7D | +1.0% | -5.6% | +6.6% | +1.0% |
| 30D | +2.1% | -27.0% | +29.2% | +3.2% |
| 3M | -10.3% | -57.9% | +47.6% | -7.3% |
| 6M | +3.3% | -59.4% | +62.7% | +6.2% |
| YTD | -2.0% | -46.9% | +44.9% | -1.3% |
| 1Y | -2.3% | -54.0% | +51.8% | -1.3% |
| 3Y | +49.9% | +378.4% | -328.5% | +28.8% |
| 5Y | -12.5% | +61.9% | -74.4% | -22.3% |
| All | -12.5% | +63.2% | -75.6% | -22.3% |
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 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