+462.9%
META vs RCAT
-99.8%
+562.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.4% | +6.3% | +2.9% |
| 7D | +5.2% | -5.9% | +11.1% | +5.2% |
| 30D | -13.0% | -19.7% | +6.7% | -12.9% |
| 3M | +7.9% | -62.9% | +70.8% | +8.7% |
| 6M | +4.2% | -59.6% | +63.8% | +4.8% |
| YTD | -2.5% | -52.1% | +49.5% | -2.3% |
| 1Y | +5.6% | -50.9% | +56.5% | +5.8% |
| 3Y | +96.8% | +333.8% | -237.0% | +93.6% |
| 5Y | +90.0% | +40.7% | +49.3% | +87.5% |
| All | +462.9% | -99.8% | +562.8% | +444.4% |
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