+444.1%
META vs RCAT
-99.7%
+543.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.4% | +6.4% | +0.1% |
| 7D | +3.3% | -5.6% | +8.9% | +3.3% |
| 30D | -10.8% | -27.0% | +16.3% | -10.6% |
| 3M | +7.9% | -57.9% | +65.8% | +8.5% |
| 6M | +5.4% | -59.4% | +64.8% | +5.9% |
| YTD | -2.6% | -46.9% | +44.3% | -2.4% |
| 1Y | +1.9% | -54.0% | +55.9% | +2.1% |
| 3Y | +97.0% | +378.4% | -281.5% | +93.7% |
| 5Y | +97.6% | +61.9% | +35.7% | +94.9% |
| All | +444.1% | -99.7% | +543.8% | +433.4% |
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