+199.8%
RCAT vs USFR
+20.5%
+179.4%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | 0.0% | +3.8% | +3.8% |
| 7D | +5.4% | +0.1% | +5.3% | +5.3% |
| 30D | -5.6% | +0.3% | -5.9% | -6.2% |
| 3M | -30.2% | +1.0% | -31.2% | -32.1% |
| 6M | -43.4% | +1.9% | -45.3% | -47.4% |
| YTD | +9.6% | +2.7% | +7.0% | -1.7% |
| 1Y | -2.0% | +4.0% | -6.0% | -18.2% |
| 3Y | +825.0% | +14.0% | +811.0% | +499.5% |
| 5Y | +199.8% | +20.4% | +179.4% | +58.5% |
| All | +199.8% | +20.5% | +179.4% | +58.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling