-99.8%
RCAT vs COO
+41.1%
-140.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.7% | -4.2% | -3.7% |
| 7D | -5.9% | +0.5% | -6.4% | -6.0% |
| 30D | -19.7% | +14.2% | -33.8% | -24.0% |
| 3M | -62.9% | -18.2% | -44.6% | -60.3% |
| 6M | -59.6% | +5.3% | -64.9% | -61.8% |
| YTD | -52.1% | -23.6% | -28.5% | -47.9% |
| 1Y | -50.9% | -12.7% | -38.2% | -49.6% |
| 3Y | +333.8% | -24.2% | +358.0% | +354.9% |
| 5Y | +40.7% | -40.0% | +80.7% | +62.0% |
| All | -99.8% | +41.1% | -140.9% | -99.6% |
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