+379.6%
META vs RCAT
-98.5%
+478.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +3.0% | +1.0% |
| 7D | +6.7% | -1.4% | +8.1% | +6.7% |
| 30D | +4.8% | -3.3% | +8.1% | +4.8% |
| 3M | -1.6% | -43.2% | +41.6% | -1.3% |
| 6M | -7.5% | -43.2% | +35.7% | -7.3% |
| YTD | -6.4% | +5.5% | -11.9% | -6.7% |
| 1Y | -17.3% | -1.6% | -15.7% | -17.6% |
| 3Y | +109.9% | +773.7% | -663.8% | +105.8% |
| 5Y | +65.4% | +187.6% | -122.3% | +62.4% |
| All | +379.6% | -98.5% | +478.1% | +375.7% |
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