+25.2%
LQD vs RCAT
-99.8%
+125.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.4% | +3.2% | -0.2% |
| 7D | -1.6% | -5.9% | +4.3% | -1.6% |
| 30D | +0.5% | -19.7% | +20.2% | +0.6% |
| 3M | -2.3% | -62.9% | +60.5% | -2.1% |
| 6M | -3.1% | -59.6% | +56.5% | -2.9% |
| YTD | -3.0% | -52.1% | +49.1% | -2.9% |
| 1Y | -2.6% | -50.9% | +48.4% | -2.5% |
| 3Y | +15.2% | +333.8% | -318.6% | +14.3% |
| 5Y | -5.2% | +40.7% | -45.9% | -5.8% |
| All | +25.2% | -99.8% | +125.0% | +21.9% |
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