+293.0%
LOW vs RCAT
-99.8%
+392.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.4% | +3.5% | +0.1% |
| 7D | +1.4% | -5.9% | +7.4% | +1.4% |
| 30D | +21.7% | -19.7% | +41.4% | +21.8% |
| 3M | +5.0% | -62.9% | +67.9% | +5.5% |
| 6M | +4.6% | -59.6% | +64.2% | +4.9% |
| YTD | -3.5% | -52.1% | +48.6% | -3.4% |
| 1Y | +0.5% | -50.9% | +51.5% | +0.6% |
| 3Y | +24.8% | +333.8% | -309.0% | +23.0% |
| 5Y | +6.5% | +40.7% | -34.3% | +5.1% |
| All | +293.0% | -99.8% | +392.8% | +295.1% |
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