+46.3%
LYB vs RCAT
-98.5%
+144.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.5% | -0.9% |
| 7D | +0.3% | -4.9% | +5.2% | +0.3% |
| 30D | +2.5% | -22.9% | +25.3% | +2.7% |
| 3M | +1.4% | -33.7% | +35.1% | +1.6% |
| 6M | -3.5% | -50.7% | +47.3% | -3.1% |
| YTD | +52.0% | +0.4% | +51.6% | +51.5% |
| 1Y | +22.1% | -27.6% | +49.7% | +21.9% |
| 3Y | -22.8% | +753.2% | -775.9% | -24.7% |
| 5Y | -3.4% | +183.3% | -186.6% | -5.5% |
| All | +46.3% | -98.5% | +144.8% | +29.8% |
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