+55.3%
O vs RCAT
-98.5%
+153.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.5% | +5.0% | -1.5% |
| 7D | -2.3% | -2.3% | 0.0% | -2.3% |
| 30D | -2.4% | -18.7% | +16.3% | -2.4% |
| 3M | -0.6% | -29.3% | +28.7% | -0.5% |
| 6M | -5.0% | -42.3% | +37.3% | -4.9% |
| YTD | +10.4% | +2.5% | +7.9% | +10.1% |
| 1Y | +6.6% | -5.7% | +12.2% | +6.3% |
| 3Y | +28.4% | +764.9% | -736.5% | +25.9% |
| 5Y | +15.3% | +182.3% | -167.0% | +13.2% |
| 10Y | +55.3% | -98.5% | +153.8% | +57.3% |
| All | +55.3% | -98.5% | +153.8% | +57.3% |
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