+380.4%
RCL vs RCAT
-99.8%
+480.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +18.6% | -17.3% | +1.1% |
| 7D | +6.5% | -12.7% | +19.2% | +6.6% |
| 30D | +15.9% | -34.3% | +50.2% | +16.4% |
| 3M | +2.7% | -53.4% | +56.1% | +3.5% |
| 6M | +15.2% | -62.0% | +77.2% | +16.3% |
| YTD | +19.2% | -49.1% | +68.3% | +19.6% |
| 1Y | +31.6% | -53.1% | +84.7% | +32.0% |
| 3Y | +274.2% | +318.7% | -44.5% | +262.6% |
| 5Y | +250.1% | +48.5% | +201.5% | +240.8% |
| All | +380.4% | -99.8% | +480.2% | +353.3% |
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