+318.7%
RCAT vs FIVE
+34.8%
+283.8%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.6% | -0.4% | +19.0% | +18.8% |
| 7D | -12.7% | -0.3% | -12.5% | -12.8% |
| 30D | -34.3% | +17.7% | -52.0% | -37.9% |
| 3M | -53.4% | +4.0% | -57.4% | -54.4% |
| 6M | -62.0% | +2.6% | -64.6% | -63.0% |
| YTD | -49.1% | +27.6% | -76.6% | -54.5% |
| 1Y | -53.1% | +59.9% | -113.1% | -61.4% |
| 3Y | +318.7% | +35.8% | +282.9% | +217.7% |
| All | +318.7% | +34.8% | +283.8% | +217.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling