-98.5%
RCAT vs VICR
+1,679.8%
-1,778.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +11.2% | -12.6% | -4.5% |
| 7D | -4.9% | +5.0% | -9.9% | -6.3% |
| 30D | -22.9% | -12.5% | -10.4% | -20.5% |
| 3M | -33.7% | -33.6% | -0.1% | -27.5% |
| 6M | -50.7% | +10.7% | -61.4% | -53.7% |
| YTD | +0.4% | +80.6% | -80.2% | -16.6% |
| 1Y | -27.6% | +288.4% | -316.0% | -51.2% |
| 3Y | +753.2% | +213.8% | +539.4% | +467.7% |
| 5Y | +183.3% | +58.8% | +124.4% | +101.7% |
| All | -98.5% | +1,679.8% | -1,778.3% | -98.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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