+91.4%
IT vs RCAT
-98.4%
+189.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +3.9% | -11.3% | -7.4% |
| 7D | -9.1% | +5.4% | -14.5% | -9.2% |
| 30D | -7.0% | -5.6% | -1.4% | -7.0% |
| 3M | +7.6% | -30.2% | +37.8% | +7.8% |
| 6M | +2.1% | -43.4% | +45.5% | +2.3% |
| YTD | -31.6% | +9.6% | -41.2% | -31.8% |
| 1Y | -29.9% | -2.0% | -27.9% | -30.1% |
| 3Y | -51.3% | +825.0% | -876.3% | -52.4% |
| 5Y | -44.8% | +199.8% | -244.6% | -45.9% |
| 10Y | +91.4% | -98.4% | +189.8% | +75.0% |
| All | +91.4% | -98.4% | +189.8% | +75.0% |
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