-99.9%
RCAT vs USFR
+27.5%
-127.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -1.9% |
| 7D | -1.4% | +0.1% | -1.5% | -1.2% |
| 30D | -3.3% | +0.3% | -3.6% | -2.3% |
| 3M | -43.2% | +1.0% | -44.2% | -41.2% |
| 6M | -43.2% | +1.9% | -45.1% | -39.3% |
| YTD | +5.5% | +2.6% | +2.9% | +15.3% |
| 1Y | -1.6% | +4.0% | -5.7% | +12.4% |
| 3Y | +773.7% | +14.1% | +759.6% | +1,265.5% |
| 5Y | +187.6% | +20.4% | +167.2% | +438.3% |
| 10Y | -98.5% | +28.0% | -126.5% | -96.4% |
| All | -99.9% | +27.5% | -127.4% | -99.7% |
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