-99.8%
RCAT vs USFR
+28.5%
-128.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | 0.0% | -8.3% | -8.3% |
| 7D | +15.6% | +0.1% | +15.5% | +16.0% |
| 30D | -24.1% | +0.4% | -24.5% | -22.1% |
| 3M | -61.9% | +1.0% | -62.9% | -59.0% |
| 6M | -64.3% | +2.0% | -66.4% | -59.1% |
| YTD | -50.4% | +3.4% | -53.8% | -37.9% |
| 1Y | -54.0% | +4.1% | -58.1% | -40.2% |
| 3Y | +347.2% | +14.4% | +332.8% | +972.0% |
| 5Y | +45.7% | +21.4% | +24.3% | +414.2% |
| All | -99.8% | +28.5% | -128.3% | -98.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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