-2.4%
M vs RCAT
+68.2%
-70.6%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -1.0% |
| 7D | -3.3% | +7.2% | -10.6% | -3.8% |
| 30D | +8.1% | -20.4% | +28.5% | +9.2% |
| 3M | +2.2% | -59.8% | +62.0% | +7.1% |
| 6M | +35.1% | -61.9% | +97.0% | +40.8% |
| YTD | +15.8% | -45.9% | +61.7% | +16.1% |
| 1Y | +25.8% | -50.5% | +76.4% | +26.3% |
| 3Y | +156.2% | +387.5% | -231.3% | +100.6% |
| 5Y | -2.4% | +70.9% | -73.3% | -25.6% |
| All | -2.4% | +68.2% | -70.6% | -25.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling