+346.5%
RF vs RCAT
-98.5%
+444.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | 0.0% |
| 7D | +1.3% | -1.4% | +2.7% | +1.3% |
| 30D | -3.6% | -3.3% | -0.3% | -3.6% |
| 3M | +8.1% | -43.2% | +51.3% | +8.5% |
| 6M | +11.5% | -43.2% | +54.6% | +11.7% |
| YTD | +15.6% | +5.5% | +10.0% | +15.2% |
| 1Y | +15.7% | -1.6% | +17.3% | +15.2% |
| 3Y | +86.9% | +773.7% | -686.8% | +82.1% |
| 5Y | +89.8% | +187.6% | -97.8% | +85.4% |
| All | +346.5% | -98.5% | +444.9% | +331.5% |
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