+762.1%
GOOG vs RCAT
-98.5%
+860.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.5% | +4.4% | -2.0% |
| 7D | -1.6% | -2.3% | +0.7% | -1.5% |
| 30D | -7.7% | -18.7% | +11.0% | -7.6% |
| 3M | -9.3% | -29.3% | +20.0% | -9.2% |
| 6M | +7.4% | -42.3% | +49.8% | +7.6% |
| YTD | +4.9% | +2.5% | +2.3% | +4.6% |
| 1Y | +37.2% | -5.7% | +42.9% | +36.8% |
| 3Y | +141.6% | +764.9% | -623.3% | +137.1% |
| 5Y | +128.8% | +182.3% | -53.5% | +124.9% |
| All | +762.1% | -98.5% | +860.6% | +756.1% |
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