+489.4%
NDAQ vs RCAT
-99.8%
+589.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -8.3% | +7.3% | -0.9% |
| 7D | +1.7% | +15.6% | -13.9% | +1.6% |
| 30D | +16.2% | -24.1% | +40.3% | +16.4% |
| 3M | +14.0% | -61.9% | +75.8% | +14.5% |
| 6M | +22.3% | -64.3% | +86.6% | +22.8% |
| YTD | +13.0% | -50.4% | +63.4% | +13.1% |
| 1Y | +24.0% | -54.0% | +78.0% | +24.2% |
| 3Y | +117.1% | +347.2% | -230.1% | +113.8% |
| 5Y | +67.5% | +45.7% | +21.8% | +65.3% |
| All | +489.4% | -99.8% | +589.2% | +473.2% |
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