+25.2%
RCAT vs FIVE
+15.3%
+9.9%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.9% | -4.3% | -10.6% | -13.6% |
| 7D | -32.6% | -1.7% | -30.8% | -32.2% |
| 30D | -46.3% | +14.9% | -61.2% | -48.6% |
| 3M | -60.7% | +7.6% | -68.3% | -61.9% |
| 6M | -67.4% | +6.4% | -73.8% | -68.6% |
| YTD | -57.1% | +28.1% | -85.1% | -61.2% |
| 1Y | -63.8% | +54.7% | -118.5% | -69.1% |
| 3Y | +268.1% | +36.1% | +232.0% | +196.0% |
| 5Y | +25.2% | +14.9% | +10.3% | +5.8% |
| All | +25.2% | +15.3% | +9.9% | +5.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling