+523.3%
ON vs RCAT
-99.8%
+623.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.4% | -0.2% | -3.6% |
| 7D | +12.2% | -5.9% | +18.2% | +12.3% |
| 30D | -3.1% | -19.7% | +16.5% | -2.8% |
| 3M | -12.9% | -62.9% | +50.0% | -11.7% |
| 6M | -38.6% | -59.6% | +21.0% | -37.9% |
| YTD | +31.2% | -52.1% | +83.3% | +32.1% |
| 1Y | +47.6% | -50.9% | +98.5% | +48.5% |
| 3Y | +6.6% | +333.8% | -327.2% | +3.7% |
| 5Y | +21.3% | +40.7% | -19.5% | +18.5% |
| All | +523.3% | -99.8% | +623.1% | +495.9% |
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