+702.3%
GOOG vs RCAT
-99.8%
+802.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.4% | +2.5% | -0.9% |
| 7D | +3.0% | -5.9% | +9.0% | +3.1% |
| 30D | -14.9% | -19.7% | +4.8% | -14.8% |
| 3M | -14.9% | -62.9% | +48.0% | -14.4% |
| 6M | -26.6% | -59.6% | +33.0% | -26.3% |
| YTD | -6.6% | -52.1% | +45.5% | -6.4% |
| 1Y | +5.1% | -50.9% | +56.0% | +5.2% |
| 3Y | +121.0% | +333.8% | -212.8% | +117.6% |
| 5Y | +97.3% | +40.7% | +56.6% | +94.8% |
| All | +702.3% | -99.8% | +802.1% | +693.1% |
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