-99.6%
RCAT vs COO
+40.7%
-140.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +2.5% | +8.9% | +10.5% |
| 7D | +1.1% | +4.3% | -3.2% | -0.6% |
| 30D | -22.0% | +17.6% | -39.6% | -26.8% |
| 3M | -51.1% | -13.9% | -37.3% | -48.9% |
| 6M | -56.6% | +6.6% | -63.2% | -59.0% |
| YTD | -43.3% | -22.0% | -21.3% | -39.0% |
| 1Y | -51.5% | -8.8% | -42.7% | -51.1% |
| 3Y | +411.4% | -21.5% | +432.8% | +428.7% |
| 5Y | +74.4% | -41.0% | +115.4% | +101.1% |
| 10Y | -99.6% | +40.9% | -140.5% | -98.9% |
| All | -99.6% | +40.7% | -140.3% | -98.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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