-34.3%
REPL vs RCAT
+57.4%
-91.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -8.3% | +9.2% | +1.8% |
| 7D | +9.8% | +15.6% | -5.8% | +7.9% |
| 30D | +81.5% | -24.1% | +105.6% | +85.9% |
| 3M | +44.2% | -61.9% | +106.1% | +57.9% |
| 6M | +437.4% | -64.3% | +501.7% | +482.8% |
| YTD | +126.1% | -50.4% | +176.5% | +126.3% |
| 1Y | +143.1% | -54.0% | +197.2% | +143.7% |
| 3Y | +97.8% | +347.2% | -249.3% | +39.8% |
| 5Y | -34.3% | +45.7% | -80.0% | -46.7% |
| All | -34.3% | +57.4% | -91.7% | -46.7% |
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 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