-99.6%
RCAT vs RBA
+236.6%
-336.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +2.4% | +9.0% | +10.1% |
| 7D | +1.1% | +2.5% | -1.4% | -0.3% |
| 30D | -22.0% | +11.6% | -33.6% | -26.8% |
| 3M | -51.1% | +1.5% | -52.6% | -52.1% |
| 6M | -56.6% | -6.6% | -50.0% | -56.0% |
| YTD | -43.3% | -6.3% | -37.0% | -42.8% |
| 1Y | -51.5% | -4.0% | -47.6% | -51.7% |
| 3Y | +411.4% | +47.3% | +364.1% | +328.2% |
| 5Y | +74.4% | +47.7% | +26.8% | +40.3% |
| 10Y | -99.6% | +224.7% | -324.3% | -99.7% |
| All | -99.6% | +236.6% | -336.1% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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