+655.3%
P vs RCAT
-99.7%
+755.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.9% | +2.5% | +4.4% |
| 7D | -4.7% | +7.2% | -12.0% | -4.8% |
| 30D | -31.4% | -20.4% | -11.0% | -31.2% |
| 3M | -2.6% | -59.8% | +57.1% | -1.6% |
| 6M | +21.9% | -61.9% | +83.8% | +23.1% |
| YTD | +58.9% | -45.9% | +104.8% | +59.6% |
| 1Y | +21.7% | -50.5% | +72.3% | +22.3% |
| 3Y | +193.3% | +387.5% | -194.2% | +186.6% |
| 5Y | +275.1% | +70.9% | +204.2% | +267.9% |
| 10Y | +655.3% | -99.7% | +755.0% | +601.8% |
| All | +655.3% | -99.7% | +755.0% | +601.8% |
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