+43.7%
RF vs RCAT
+25.6%
+18.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -14.9% | +12.7% | -1.4% |
| 7D | -1.6% | -32.6% | +30.9% | +0.2% |
| 30D | +5.0% | -46.3% | +51.3% | +8.1% |
| 3M | -10.0% | -60.7% | +50.7% | -6.1% |
| 6M | +3.3% | -67.4% | +70.7% | +7.8% |
| YTD | +7.9% | -57.1% | +65.0% | +9.6% |
| 1Y | +21.2% | -63.8% | +85.0% | +23.8% |
| 3Y | +105.8% | +268.1% | -162.3% | +76.8% |
| 5Y | +43.7% | +25.2% | +18.5% | +29.3% |
| All | +43.7% | +25.6% | +18.1% | +29.3% |
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