+43.7%
REPL vs RCAT
-10.6%
+54.3%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.9% | -8.3% | -6.5% |
| 7D | +5.3% | +7.2% | -2.0% | +5.2% |
| 30D | +66.6% | -20.4% | +87.0% | +67.0% |
| 3M | +59.6% | -59.8% | +119.3% | +60.9% |
| 6M | +482.4% | -61.9% | +544.2% | +486.8% |
| YTD | +124.1% | -45.9% | +170.0% | +124.2% |
| 1Y | +138.6% | -50.5% | +189.1% | +138.8% |
| 3Y | +96.0% | +387.5% | -291.5% | +94.1% |
| 5Y | -35.4% | +70.9% | -106.3% | -36.0% |
| All | +43.7% | -10.6% | +54.3% | +65.3% |
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