-3.4%
M vs RCAT
-98.4%
+95.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.9% | -6.5% | -2.6% |
| 7D | +2.4% | +5.4% | -3.0% | +2.4% |
| 30D | -11.6% | -5.6% | -6.0% | -11.6% |
| 3M | +1.6% | -30.2% | +31.8% | +1.7% |
| 6M | +25.2% | -43.4% | +68.6% | +25.3% |
| YTD | +3.8% | +9.6% | -5.9% | +3.7% |
| 1Y | +36.3% | -2.0% | +38.3% | +36.2% |
| 3Y | +116.3% | +825.0% | -708.7% | +115.9% |
| 5Y | +28.2% | +199.8% | -171.7% | +27.8% |
| 10Y | -3.4% | -98.4% | +95.0% | +2.9% |
| All | -3.4% | -98.4% | +95.0% | +2.9% |
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