-99.6%
RCAT vs COO
+38.3%
-138.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.6% | -5.9% | -6.3% |
| 7D | -5.6% | +4.5% | -10.1% | -7.3% |
| 30D | -27.0% | +16.9% | -44.0% | -31.4% |
| 3M | -57.9% | -16.7% | -41.2% | -55.5% |
| 6M | -59.4% | +5.9% | -65.4% | -61.6% |
| YTD | -46.9% | -22.4% | -24.5% | -42.8% |
| 1Y | -54.0% | -10.1% | -43.9% | -53.4% |
| 3Y | +378.4% | -22.8% | +401.2% | +398.1% |
| 5Y | +61.9% | -41.4% | +103.3% | +87.2% |
| 10Y | -99.6% | +41.3% | -140.9% | -99.0% |
| All | -99.6% | +38.3% | -138.0% | -99.0% |
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