+231.7%
RF vs RCAT
-99.7%
+331.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.2% |
| 7D | -1.3% | +7.2% | -8.6% | -1.4% |
| 30D | +4.6% | -20.4% | +25.0% | +4.8% |
| 3M | -8.4% | -59.8% | +51.3% | -7.9% |
| 6M | +8.9% | -61.9% | +70.7% | +9.5% |
| YTD | +8.8% | -45.9% | +54.7% | +8.9% |
| 1Y | +18.9% | -50.5% | +69.4% | +19.1% |
| 3Y | +116.0% | +387.5% | -271.5% | +111.7% |
| 5Y | +46.0% | +70.9% | -24.9% | +43.5% |
| 10Y | +231.7% | -99.7% | +331.5% | +231.9% |
| All | +231.7% | -99.7% | +331.5% | +231.9% |
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