+293.8%
RCL vs RCAT
+57.4%
+236.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -8.3% | +4.3% | -3.3% |
| 7D | -0.2% | +15.6% | -15.8% | -1.4% |
| 30D | +14.4% | -24.1% | +38.5% | +16.2% |
| 3M | +5.2% | -61.9% | +67.0% | +11.9% |
| 6M | +26.1% | -64.3% | +90.5% | +33.4% |
| YTD | +17.4% | -50.4% | +67.7% | +18.6% |
| 1Y | +24.7% | -54.0% | +78.7% | +26.1% |
| 3Y | +250.9% | +347.2% | -96.2% | +172.7% |
| 5Y | +293.8% | +45.7% | +248.1% | +235.9% |
| All | +293.8% | +57.4% | +236.4% | +235.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling