+812.7%
MOD vs RCAT
+71.1%
+741.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +11.4% | -1.5% | +8.7% |
| 7D | -13.9% | +1.1% | -15.1% | -14.0% |
| 30D | -41.5% | -22.0% | -19.5% | -40.0% |
| 3M | -45.7% | -51.1% | +5.4% | -42.0% |
| 6M | -61.1% | -56.6% | -4.5% | -58.4% |
| YTD | -20.5% | -43.3% | +22.8% | -18.5% |
| 1Y | -32.1% | -51.5% | +19.4% | -29.7% |
| 3Y | +146.5% | +411.4% | -264.9% | +116.0% |
| 5Y | +812.7% | +74.4% | +738.3% | +723.0% |
| All | +812.7% | +71.1% | +741.6% | +723.0% |
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 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