-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 | +18.6% | 0.0% | +18.6% | +18.7% |
| 7D | -12.7% | +0.1% | -12.8% | -12.4% |
| 30D | -34.3% | +0.4% | -34.7% | -33.4% |
| 3M | -53.4% | +1.1% | -54.5% | -51.6% |
| 6M | -62.0% | +2.1% | -64.0% | -59.1% |
| YTD | -49.1% | +3.4% | -52.5% | -42.8% |
| 1Y | -53.1% | +4.1% | -57.2% | -46.2% |
| 3Y | +318.7% | +14.4% | +304.2% | +561.0% |
| 5Y | +48.5% | +21.3% | +27.2% | +185.5% |
| 10Y | -99.6% | +28.5% | -128.1% | -99.1% |
| All | -99.9% | +28.5% | -128.5% | -99.9% |
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