-99.8%
RCAT vs FIVE
+505.3%
-605.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -1.4% | -6.8% | -7.9% |
| 7D | +15.6% | +2.4% | +13.1% | +15.0% |
| 30D | -24.1% | +15.8% | -40.0% | -27.0% |
| 3M | -61.9% | +3.8% | -65.7% | -62.4% |
| 6M | -64.3% | +18.5% | -82.9% | -66.3% |
| YTD | -50.4% | +31.2% | -81.6% | -54.6% |
| 1Y | -54.0% | +61.8% | -115.8% | -60.1% |
| 3Y | +347.2% | +39.9% | +307.3% | +277.3% |
| 5Y | +45.7% | +18.3% | +27.4% | +23.9% |
| All | -99.8% | +505.3% | -605.1% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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