+1,064.5%
MOD vs RCAT
-99.8%
+1,164.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | -3.4% | +31.3% | +27.9% |
| 7D | +40.4% | -5.9% | +46.4% | +40.5% |
| 30D | -14.0% | -19.7% | +5.7% | -13.9% |
| 3M | -33.3% | -62.9% | +29.5% | -33.0% |
| 6M | -51.4% | -59.6% | +8.2% | -51.2% |
| YTD | +1.6% | -52.1% | +53.7% | +1.9% |
| 1Y | +5.4% | -50.9% | +56.3% | +5.7% |
| 3Y | +191.0% | +333.8% | -142.8% | +193.0% |
| 5Y | +1,093.1% | +40.7% | +1,052.4% | +1,100.0% |
| All | +1,064.5% | -99.8% | +1,164.3% | +1,158.6% |
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