+45.2%
PL vs RCAT
+12.5%
+32.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +11.4% | +3.1% | +12.8% |
| 7D | +10.9% | +1.1% | +9.8% | +10.8% |
| 30D | -16.4% | -22.0% | +5.7% | -13.2% |
| 3M | -39.9% | -51.1% | +11.2% | -33.8% |
| 6M | -63.2% | -56.6% | -6.6% | -58.7% |
| YTD | -27.1% | -43.3% | +16.1% | -21.5% |
| 1Y | +12.2% | -51.5% | +63.7% | +22.5% |
| 3Y | +584.3% | +411.4% | +172.9% | +534.1% |
| 5Y | +37.0% | +74.4% | -37.4% | +29.2% |
| All | +45.2% | +12.5% | +32.7% | +37.8% |
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