+357.3%
RL vs RCAT
-99.8%
+457.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +18.6% | -20.0% | -1.5% |
| 7D | -4.2% | -12.7% | +8.6% | -4.1% |
| 30D | +4.3% | -34.3% | +38.6% | +4.5% |
| 3M | -4.6% | -53.4% | +48.8% | -4.2% |
| 6M | +1.7% | -62.0% | +63.7% | +2.2% |
| YTD | +7.3% | -49.1% | +56.4% | +7.5% |
| 1Y | +20.8% | -53.1% | +73.9% | +21.0% |
| 3Y | +247.0% | +318.7% | -71.7% | +243.1% |
| 5Y | +225.5% | +48.5% | +176.9% | +222.2% |
| All | +357.3% | -99.8% | +457.1% | +344.4% |
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