+82.7%
O vs RCAT
-99.6%
+182.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.4% | +6.5% | +0.1% |
| 7D | +3.5% | -5.6% | +9.2% | +3.6% |
| 30D | +10.4% | -27.0% | +37.5% | +10.5% |
| 3M | -2.4% | -57.9% | +55.5% | -2.1% |
| 6M | -1.2% | -59.4% | +58.2% | -0.9% |
| YTD | +10.4% | -46.9% | +57.3% | +10.4% |
| 1Y | +11.4% | -54.0% | +65.5% | +11.5% |
| 3Y | +40.4% | +378.4% | -338.0% | +37.9% |
| 5Y | +12.1% | +61.9% | -49.8% | +10.4% |
| 10Y | +82.7% | -99.6% | +182.3% | +77.4% |
| All | +82.7% | -99.6% | +182.3% | +77.4% |
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