+79.1%
META vs RCAT
+25.6%
+53.4%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -14.9% | +10.9% | -3.2% |
| 7D | -3.1% | -32.6% | +29.5% | -1.3% |
| 30D | -18.1% | -46.3% | +28.2% | -15.7% |
| 3M | +2.9% | -60.7% | +63.5% | +7.2% |
| 6M | +0.2% | -67.4% | +67.5% | +4.6% |
| YTD | -8.1% | -57.1% | +49.0% | -6.3% |
| 1Y | -4.5% | -63.8% | +59.2% | -2.2% |
| 3Y | +94.2% | +268.1% | -173.9% | +74.7% |
| 5Y | +79.1% | +25.2% | +53.9% | +73.8% |
| All | +79.1% | +25.6% | +53.4% | +73.8% |
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