+70.9%
RCAT vs RBA
+47.4%
+23.6%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.1% |
| 7D | +7.2% | +0.6% | +6.6% | +6.9% |
| 30D | -20.4% | +9.0% | -29.4% | -24.1% |
| 3M | -59.8% | +7.2% | -66.9% | -61.4% |
| 6M | -61.9% | -7.8% | -54.1% | -61.1% |
| YTD | -45.9% | -6.4% | -39.5% | -45.5% |
| 1Y | -50.5% | -4.2% | -46.3% | -50.7% |
| 3Y | +387.5% | +64.1% | +323.4% | +330.3% |
| 5Y | +70.9% | +48.4% | +22.5% | +74.3% |
| All | +70.9% | +47.4% | +23.6% | +74.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling