+74.4%
RCAT vs FIVE
+19.1%
+55.3%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +5.6% | +5.8% | +9.7% |
| 7D | +1.1% | +6.2% | -5.1% | -0.7% |
| 30D | -22.0% | +18.2% | -40.2% | -25.9% |
| 3M | -51.1% | +3.8% | -55.0% | -52.0% |
| 6M | -56.6% | +13.7% | -70.3% | -59.0% |
| YTD | -43.3% | +34.7% | -78.0% | -49.4% |
| 1Y | -51.5% | +66.6% | -118.1% | -59.5% |
| 3Y | +411.4% | +44.3% | +367.1% | +304.5% |
| 5Y | +74.4% | +18.8% | +55.7% | +48.3% |
| All | +74.4% | +19.1% | +55.3% | +48.3% |
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