+686.6%
P vs RCAT
-99.8%
+786.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +18.6% | -15.1% | +3.3% |
| 7D | -23.8% | -12.7% | -11.1% | -23.7% |
| 30D | -36.6% | -34.3% | -2.3% | -36.3% |
| 3M | +10.9% | -53.4% | +64.3% | +11.9% |
| 6M | +30.0% | -62.0% | +91.9% | +31.3% |
| YTD | +44.4% | -49.1% | +93.4% | +45.1% |
| 1Y | +3.9% | -53.1% | +57.1% | +4.5% |
| 3Y | +176.6% | +318.7% | -142.1% | +170.6% |
| 5Y | +249.3% | +48.5% | +200.7% | +242.9% |
| All | +686.6% | -99.8% | +786.4% | +633.8% |
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