-86.9%
OPEN vs RCAT
+309.1%
-396.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +11.4% | -10.7% | -0.1% |
| 7D | -21.7% | +1.1% | -22.8% | -22.2% |
| 30D | -36.5% | -22.0% | -14.5% | -35.7% |
| 3M | -59.5% | -51.1% | -8.4% | -57.6% |
| 6M | -71.9% | -56.6% | -15.3% | -70.4% |
| YTD | -75.8% | -43.3% | -32.6% | -75.2% |
| 1Y | -78.5% | -51.5% | -27.0% | -77.8% |
| 3Y | -30.2% | +411.4% | -441.6% | -32.5% |
| 5Y | -93.3% | +74.4% | -167.7% | -93.5% |
| All | -86.9% | +309.1% | -396.0% | -84.3% |
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