+404.3%
META vs RCAT
-99.8%
+504.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +18.6% | -17.8% | +0.7% |
| 7D | -0.8% | -12.7% | +12.0% | -0.7% |
| 30D | -15.4% | -34.3% | +18.9% | -15.2% |
| 3M | +3.5% | -53.4% | +56.9% | +4.0% |
| 6M | -0.3% | -62.0% | +61.7% | +0.2% |
| YTD | -7.3% | -49.1% | +41.7% | -7.1% |
| 1Y | -1.1% | -53.1% | +52.0% | -0.9% |
| 3Y | +95.1% | +318.7% | -223.6% | +92.1% |
| 5Y | +80.6% | +48.5% | +32.0% | +78.2% |
| All | +404.3% | -99.8% | +504.1% | +401.0% |
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