-5.8%
OSCR vs RCAT
+65.8%
-71.7%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +0.7% |
| 7D | +1.6% | -4.9% | +6.5% | +1.9% |
| 30D | +10.7% | -22.9% | +33.5% | +12.4% |
| 3M | +13.4% | -33.7% | +47.1% | +15.7% |
| 6M | +144.6% | -50.7% | +195.3% | +151.8% |
| YTD | +128.0% | +0.4% | +127.7% | +123.7% |
| 1Y | +68.7% | -27.6% | +96.3% | +67.3% |
| 3Y | +398.8% | +753.2% | -354.4% | +306.1% |
| 5Y | +87.3% | +183.3% | -96.0% | +55.9% |
| All | -5.8% | +65.8% | -71.7% | -19.8% |
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