+336.0%
IR vs RCAT
-94.7%
+430.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -0.9% |
| 7D | +1.1% | +7.2% | -6.2% | +1.0% |
| 30D | +7.6% | -20.4% | +28.0% | +7.7% |
| 3M | +0.1% | -59.8% | +59.9% | +0.6% |
| 6M | +14.0% | -61.9% | +75.8% | +14.5% |
| YTD | +7.5% | -45.9% | +53.4% | +7.6% |
| 1Y | +10.1% | -50.5% | +60.7% | +10.3% |
| 3Y | +24.9% | +387.5% | -362.6% | +23.4% |
| 5Y | +46.9% | +70.9% | -24.1% | +45.3% |
| All | +336.0% | -94.7% | +430.6% | +318.0% |
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