-99.8%
RCAT vs SPY
+308.5%
-408.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -0.4% | -7.9% | -7.8% |
| 7D | +15.6% | +3.3% | +12.3% | +10.9% |
| 30D | -24.1% | -2.7% | -21.4% | -20.3% |
| 3M | -61.9% | -1.7% | -60.1% | -60.4% |
| 6M | -64.3% | +3.1% | -67.4% | -64.6% |
| YTD | -50.4% | +11.9% | -62.3% | -55.2% |
| 1Y | -54.0% | +12.0% | -66.0% | -58.2% |
| 3Y | +347.2% | +78.2% | +269.0% | +149.4% |
| 5Y | +45.7% | +73.2% | -27.5% | -16.4% |
| All | -99.8% | +308.5% | -408.3% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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