+213.6%
RF vs RCAT
-99.8%
+313.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.4% | +4.7% | +1.3% |
| 7D | +1.9% | -5.9% | +7.9% | +2.0% |
| 30D | +7.3% | -19.7% | +27.0% | +7.5% |
| 3M | -7.9% | -62.9% | +54.9% | -7.3% |
| 6M | +10.5% | -59.6% | +70.1% | +11.1% |
| YTD | +9.6% | -52.1% | +61.7% | +9.9% |
| 1Y | +20.3% | -50.9% | +71.2% | +20.5% |
| 3Y | +119.5% | +333.8% | -214.3% | +115.6% |
| 5Y | +48.2% | +40.7% | +7.5% | +45.9% |
| All | +213.6% | -99.8% | +313.4% | +214.8% |
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