-99.9%
RCAT vs USFR
+28.5%
-128.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | 0.0% | +11.4% | +11.4% |
| 7D | +1.1% | +0.1% | +1.1% | +1.3% |
| 30D | -22.0% | +0.4% | -22.4% | -21.0% |
| 3M | -51.1% | +1.1% | -52.2% | -49.3% |
| 6M | -56.6% | +2.0% | -58.6% | -53.4% |
| YTD | -43.3% | +3.4% | -46.7% | -36.3% |
| 1Y | -51.5% | +4.1% | -55.6% | -44.3% |
| 3Y | +411.4% | +14.3% | +397.0% | +705.6% |
| 5Y | +74.4% | +21.3% | +53.1% | +234.9% |
| 10Y | -99.6% | +28.5% | -128.1% | -99.0% |
| All | -99.9% | +28.5% | -128.5% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling