+2,085.1%
RCL vs RCAT
-100.0%
+2,185.1%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | -0.1% |
| 7D | -5.1% | -1.4% | -3.7% | -5.1% |
| 30D | -19.0% | -3.3% | -15.7% | -19.0% |
| 3M | -9.6% | -43.2% | +33.6% | -9.5% |
| 6M | -6.7% | -43.2% | +36.5% | -6.6% |
| YTD | -3.9% | +5.5% | -9.5% | -4.0% |
| 1Y | -25.1% | -1.6% | -23.4% | -25.2% |
| 3Y | +179.1% | +773.7% | -594.6% | +177.4% |
| 5Y | +243.3% | +187.6% | +55.7% | +241.4% |
| 10Y | +325.8% | -98.5% | +424.2% | +327.3% |
| All | +2,085.1% | -100.0% | +2,185.1% | +2,134.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling