+46.8%
REPL vs RCAT
-6.3%
+53.1%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +11.4% | -8.4% | +2.8% |
| 7D | +14.2% | +1.1% | +13.1% | +14.2% |
| 30D | +65.9% | -22.0% | +87.9% | +66.2% |
| 3M | +84.6% | -51.1% | +135.7% | +85.8% |
| 6M | +446.9% | -56.6% | +503.5% | +450.4% |
| YTD | +129.0% | -43.3% | +172.3% | +129.1% |
| 1Y | +167.9% | -51.5% | +219.4% | +168.2% |
| 3Y | +93.9% | +411.4% | -317.5% | +91.9% |
| 5Y | -33.0% | +74.4% | -107.4% | -33.7% |
| All | +46.8% | -6.3% | +53.1% | +68.8% |
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