-4.3%
M vs RCAT
-99.6%
+95.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.4% | +7.0% | +0.5% |
| 7D | +5.0% | -5.6% | +10.6% | +5.0% |
| 30D | +10.6% | -27.0% | +37.7% | +10.7% |
| 3M | +1.6% | -57.9% | +59.5% | +1.7% |
| 6M | +30.8% | -59.4% | +90.2% | +31.0% |
| YTD | +16.9% | -46.9% | +63.8% | +17.0% |
| 1Y | +26.3% | -54.0% | +80.3% | +26.3% |
| 3Y | +158.6% | +378.4% | -219.8% | +158.7% |
| 5Y | +2.1% | +61.9% | -59.8% | +2.0% |
| 10Y | -4.3% | -99.6% | +95.3% | +2.5% |
| All | -4.3% | -99.6% | +95.3% | +2.5% |
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