-99.8%
RCAT vs RBA
+224.6%
-324.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.6% | -1.3% | +20.0% | +19.3% |
| 7D | -12.7% | +4.3% | -17.0% | -15.0% |
| 30D | -34.3% | +16.3% | -50.6% | -40.0% |
| 3M | -53.4% | +1.3% | -54.7% | -54.3% |
| 6M | -62.0% | -11.1% | -50.9% | -60.5% |
| YTD | -49.1% | -8.5% | -40.6% | -48.1% |
| 1Y | -53.1% | -2.1% | -51.0% | -53.9% |
| 3Y | +318.7% | +44.6% | +274.1% | +252.7% |
| 5Y | +48.5% | +36.8% | +11.7% | +24.0% |
| All | -99.8% | +224.6% | -324.4% | -99.9% |
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