+88.1%
IT vs RCAT
-99.6%
+187.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.4% | +5.3% | -1.1% |
| 7D | -7.5% | -5.6% | -1.9% | -7.5% |
| 30D | -1.2% | -27.0% | +25.9% | -1.0% |
| 3M | -2.2% | -57.9% | +55.7% | -1.8% |
| 6M | +19.1% | -59.4% | +78.5% | +19.5% |
| YTD | -25.1% | -46.9% | +21.8% | -25.1% |
| 1Y | -17.4% | -54.0% | +36.7% | -17.3% |
| 3Y | -54.1% | +378.4% | -432.5% | -55.0% |
| 5Y | -42.7% | +61.9% | -104.6% | -43.6% |
| 10Y | +88.1% | -99.6% | +187.8% | +75.1% |
| All | +88.1% | -99.6% | +187.8% | +75.1% |
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