-71.6%
OPEN vs RCAT
+690.5%
-762.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.9% | -6.4% | -2.8% |
| 7D | +1.0% | +5.4% | -4.4% | +0.6% |
| 30D | -11.9% | -5.6% | -6.3% | -11.6% |
| 3M | -28.8% | -30.2% | +1.4% | -27.2% |
| 6M | -38.6% | -43.4% | +4.8% | -36.7% |
| YTD | -47.3% | +9.6% | -57.0% | -48.3% |
| 1Y | -49.2% | -2.0% | -47.2% | -49.7% |
| 3Y | -18.8% | +825.0% | -843.8% | -24.7% |
| 5Y | -83.6% | +199.8% | -283.4% | -84.9% |
| All | -71.6% | +690.5% | -762.0% | -67.2% |
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