+11.1%
PL vs RCAT
+25.6%
-14.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -14.9% | +4.8% | -7.4% |
| 7D | -20.5% | -32.6% | +12.0% | -14.6% |
| 30D | -38.8% | -46.3% | +7.5% | -31.4% |
| 3M | -49.1% | -60.7% | +11.6% | -40.0% |
| 6M | -69.4% | -67.4% | -2.0% | -62.7% |
| YTD | -42.3% | -57.1% | +14.7% | -33.7% |
| 1Y | -14.2% | -63.8% | +49.6% | +0.7% |
| 3Y | +398.7% | +268.1% | +130.6% | +352.2% |
| 5Y | +11.1% | +25.2% | -14.0% | +1.8% |
| All | +11.1% | +25.6% | -14.5% | +1.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling