-98.5%
RCAT vs RJF
+428.4%
-526.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.6% | -5.9% | -6.1% |
| 7D | -2.3% | -0.3% | -2.0% | -2.1% |
| 30D | -18.7% | -2.0% | -16.7% | -17.8% |
| 3M | -29.3% | +16.3% | -45.6% | -36.1% |
| 6M | -42.3% | +16.9% | -59.2% | -48.5% |
| YTD | +2.5% | +10.4% | -7.9% | -4.3% |
| 1Y | -5.7% | +7.4% | -13.1% | -9.6% |
| 3Y | +764.9% | +72.2% | +692.7% | +548.9% |
| 5Y | +182.3% | +105.1% | +77.2% | +87.0% |
| 10Y | -98.5% | +430.9% | -529.4% | -99.6% |
| All | -98.5% | +428.4% | -526.9% | -99.6% |
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