-99.6%
RCAT vs RBA
+225.5%
-325.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.4% | -6.8% | -6.7% |
| 7D | -5.6% | +3.2% | -8.8% | -7.3% |
| 30D | -27.0% | +12.0% | -39.0% | -31.7% |
| 3M | -57.9% | +2.9% | -60.8% | -59.0% |
| 6M | -59.4% | -6.3% | -53.1% | -59.0% |
| YTD | -46.9% | -5.9% | -41.0% | -46.6% |
| 1Y | -54.0% | -3.9% | -50.2% | -54.3% |
| 3Y | +378.4% | +64.9% | +313.5% | +281.6% |
| 5Y | +61.9% | +48.5% | +13.5% | +29.7% |
| 10Y | -99.6% | +211.8% | -311.4% | -99.7% |
| All | -99.6% | +225.5% | -325.1% | -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