+77.5%
O vs RCAT
-99.8%
+177.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -8.3% | +7.8% | -0.5% |
| 7D | -0.4% | +15.6% | -16.0% | -0.5% |
| 30D | +8.3% | -24.1% | +32.4% | +8.4% |
| 3M | -4.0% | -61.9% | +57.9% | -3.6% |
| 6M | -2.6% | -64.3% | +61.7% | -2.3% |
| YTD | +9.9% | -50.4% | +60.3% | +9.9% |
| 1Y | +9.8% | -54.0% | +63.9% | +9.9% |
| 3Y | +39.7% | +347.2% | -307.4% | +37.3% |
| 5Y | +9.2% | +45.7% | -36.6% | +7.5% |
| All | +77.5% | -99.8% | +177.3% | +75.0% |
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 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