+307.0%
RL vs RCAT
-98.5%
+405.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.0% | +4.0% | +2.0% |
| 7D | -0.8% | -1.4% | +0.6% | -0.8% |
| 30D | -7.8% | -3.3% | -4.4% | -7.8% |
| 3M | -4.0% | -43.2% | +39.2% | -3.7% |
| 6M | -1.9% | -43.2% | +41.3% | -1.7% |
| YTD | -0.2% | +5.5% | -5.7% | -0.4% |
| 1Y | +10.7% | -1.6% | +12.3% | +10.3% |
| 3Y | +210.8% | +773.7% | -562.9% | +205.9% |
| 5Y | +238.2% | +187.6% | +50.6% | +233.3% |
| All | +307.0% | -98.5% | +405.5% | +283.0% |
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