-99.8%
RCAT vs FIVE
+868.1%
-968.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.1% | -7.1% | -3.0% |
| 7D | -1.4% | +4.3% | -5.7% | -2.3% |
| 30D | -3.3% | +12.5% | -15.9% | -5.8% |
| 3M | -43.2% | +31.2% | -74.5% | -46.4% |
| 6M | -43.2% | +14.4% | -57.5% | -45.2% |
| YTD | +5.5% | +33.9% | -28.3% | -1.2% |
| 1Y | -1.6% | +65.1% | -66.7% | -11.4% |
| 3Y | +773.7% | +49.0% | +724.7% | +661.7% |
| 5Y | +187.6% | +30.3% | +157.3% | +151.1% |
| 10Y | -98.5% | +481.1% | -579.6% | -98.8% |
| All | -99.8% | +868.1% | -968.0% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling