+233.8%
LOW vs RCAT
-98.5%
+332.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.5% | +5.4% | -1.1% |
| 7D | -0.6% | -2.3% | +1.7% | -0.6% |
| 30D | -9.3% | -18.7% | +9.4% | -9.2% |
| 3M | -8.1% | -29.3% | +21.2% | -8.0% |
| 6M | -19.8% | -42.3% | +22.6% | -19.7% |
| YTD | -16.4% | +2.5% | -18.9% | -16.5% |
| 1Y | -24.7% | -5.7% | -19.0% | -24.9% |
| 3Y | -8.8% | +764.9% | -773.7% | -10.4% |
| 5Y | +7.8% | +182.3% | -174.5% | +6.0% |
| 10Y | +233.8% | -98.5% | +332.3% | +222.0% |
| All | +233.8% | -98.5% | +332.3% | +222.0% |
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