+199.8%
RCAT vs RJF
+105.7%
+94.1%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.0% | +4.9% | +4.6% |
| 7D | +5.4% | +1.8% | +3.6% | +4.0% |
| 30D | -5.6% | 0.0% | -5.6% | -5.7% |
| 3M | -30.2% | +18.0% | -48.2% | -38.9% |
| 6M | -43.4% | +17.0% | -60.4% | -50.6% |
| YTD | +9.6% | +11.1% | -1.5% | +0.5% |
| 1Y | -2.0% | +8.0% | -9.9% | -7.3% |
| 3Y | +825.0% | +73.3% | +751.7% | +587.7% |
| 5Y | +199.8% | +107.4% | +92.4% | +57.5% |
| All | +199.8% | +105.7% | +94.1% | +57.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling