+53.6%
REPL vs RCAT
-12.3%
+65.9%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -6.4% | +11.0% | +4.7% |
| 7D | +12.7% | -5.6% | +18.3% | +12.8% |
| 30D | +73.5% | -27.0% | +100.5% | +74.0% |
| 3M | +70.3% | -57.9% | +128.2% | +71.7% |
| 6M | +472.0% | -59.4% | +531.4% | +476.0% |
| YTD | +139.5% | -46.9% | +186.4% | +139.7% |
| 1Y | +167.3% | -54.0% | +221.3% | +167.7% |
| 3Y | +109.5% | +378.4% | -268.9% | +107.5% |
| 5Y | -29.9% | +61.9% | -91.8% | -30.6% |
| All | +53.6% | -12.3% | +65.9% | +76.7% |
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