+82.5%
O vs RCAT
-99.7%
+182.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | 0.0% |
| 7D | +0.6% | +7.2% | -6.7% | +0.5% |
| 30D | +9.4% | -20.4% | +29.8% | +9.5% |
| 3M | -2.4% | -59.8% | +57.4% | -2.0% |
| 6M | -1.9% | -61.9% | +60.0% | -1.5% |
| YTD | +10.5% | -45.9% | +56.4% | +10.5% |
| 1Y | +10.0% | -50.5% | +60.5% | +10.0% |
| 3Y | +40.5% | +387.5% | -347.0% | +37.9% |
| 5Y | +10.2% | +70.9% | -60.7% | +8.5% |
| 10Y | +82.5% | -99.7% | +182.2% | +79.1% |
| All | +82.5% | -99.7% | +182.2% | +79.1% |
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