+350.2%
RCL vs RCAT
-98.4%
+448.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.9% | -4.1% | -0.3% |
| 7D | -0.5% | +5.4% | -5.8% | -0.5% |
| 30D | -17.3% | -5.6% | -11.8% | -17.3% |
| 3M | -2.8% | -30.2% | +27.5% | -2.4% |
| 6M | -4.4% | -43.4% | +39.0% | -4.0% |
| YTD | -4.2% | +9.6% | -13.8% | -4.8% |
| 1Y | -23.4% | -2.0% | -21.4% | -23.9% |
| 3Y | +179.4% | +825.0% | -645.6% | +167.7% |
| 5Y | +238.8% | +199.8% | +38.9% | +226.2% |
| 10Y | +350.2% | -98.4% | +448.6% | +274.1% |
| All | +350.2% | -98.4% | +448.6% | +274.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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