+906.4%
MOD vs RCAT
-99.8%
+1,006.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +18.6% | -12.9% | +5.6% |
| 7D | -25.5% | -12.7% | -12.8% | -25.5% |
| 30D | -49.0% | -34.3% | -14.7% | -48.9% |
| 3M | -49.8% | -53.4% | +3.6% | -49.6% |
| 6M | -64.8% | -62.0% | -2.8% | -64.6% |
| YTD | -27.6% | -49.1% | +21.4% | -27.4% |
| 1Y | -35.2% | -53.1% | +17.9% | -35.0% |
| 3Y | +137.1% | +318.7% | -181.5% | +138.2% |
| 5Y | +760.3% | +48.5% | +711.8% | +763.6% |
| All | +906.4% | -99.8% | +1,006.1% | +1,008.2% |
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