-89.0%
OPEN vs RCAT
+245.5%
-334.4%
-98.6%
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% | -3.4% |
| 7D | -15.0% | -5.9% | -9.1% | -14.6% |
| 30D | -40.2% | -19.7% | -20.5% | -39.6% |
| 3M | -67.4% | -62.9% | -4.5% | -65.1% |
| 6M | -74.0% | -59.6% | -14.4% | -72.5% |
| YTD | -79.6% | -52.1% | -27.5% | -78.8% |
| 1Y | -86.1% | -50.9% | -35.2% | -85.6% |
| 3Y | -41.4% | +333.8% | -375.2% | -42.6% |
| 5Y | -94.9% | +40.7% | -135.6% | -95.0% |
| All | -89.0% | +245.5% | -334.4% | -86.5% |
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