+839.8%
MOD vs RCAT
-99.7%
+939.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.9% | +1.6% | +3.5% |
| 7D | +8.2% | +7.2% | +1.0% | +8.2% |
| 30D | -38.2% | -20.4% | -17.8% | -38.1% |
| 3M | -46.2% | -59.8% | +13.5% | -46.0% |
| 6M | -62.5% | -61.9% | -0.7% | -62.4% |
| YTD | -20.1% | -45.9% | +25.8% | -19.9% |
| 1Y | -29.7% | -50.5% | +20.8% | -29.5% |
| 3Y | +136.2% | +387.5% | -251.3% | +137.6% |
| 5Y | +820.4% | +70.9% | +749.4% | +825.0% |
| 10Y | +839.8% | -99.7% | +939.5% | +936.4% |
| All | +839.8% | -99.7% | +939.5% | +936.4% |
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