-8.1%
M vs RCAT
-99.8%
+91.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.4% | +5.0% | +1.5% |
| 7D | +7.0% | -5.9% | +13.0% | +7.0% |
| 30D | +8.9% | -19.7% | +28.6% | +8.9% |
| 3M | +4.5% | -62.9% | +67.4% | +4.7% |
| 6M | +36.2% | -59.6% | +95.8% | +36.4% |
| YTD | +15.1% | -52.1% | +67.2% | +15.2% |
| 1Y | +27.4% | -50.9% | +78.4% | +27.5% |
| 3Y | +160.1% | +333.8% | -173.6% | +160.4% |
| 5Y | -1.6% | +40.7% | -42.3% | -1.6% |
| All | -8.1% | -99.8% | +91.7% | +2.0% |
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