-99.8%
RCAT vs RJF
+323.5%
-423.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +0.1% | -8.4% | -8.3% |
| 7D | +15.6% | +1.5% | +14.1% | +14.6% |
| 30D | -24.1% | +6.7% | -30.8% | -27.2% |
| 3M | -61.9% | -7.3% | -54.5% | -60.3% |
| 6M | -64.3% | +9.8% | -74.1% | -66.8% |
| YTD | -50.4% | +5.6% | -56.0% | -52.5% |
| 1Y | -54.0% | +2.3% | -56.3% | -54.8% |
| 3Y | +347.2% | +73.6% | +273.6% | +241.7% |
| 5Y | +45.7% | +79.9% | -34.1% | +6.0% |
| All | -99.8% | +323.5% | -423.3% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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