+373.0%
RL vs RCAT
-99.6%
+472.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +11.4% | -5.6% | +5.8% |
| 7D | +0.2% | +1.1% | -0.9% | +0.2% |
| 30D | +7.3% | -22.0% | +29.3% | +7.5% |
| 3M | +1.0% | -51.1% | +52.2% | +1.4% |
| 6M | +11.8% | -56.6% | +68.4% | +12.2% |
| YTD | +13.6% | -43.3% | +56.9% | +13.7% |
| 1Y | +24.0% | -51.5% | +75.6% | +24.2% |
| 3Y | +256.6% | +411.4% | -154.8% | +252.4% |
| 5Y | +240.2% | +74.4% | +165.8% | +236.6% |
| 10Y | +373.0% | -99.6% | +472.5% | +354.8% |
| All | +373.0% | -99.6% | +472.5% | +354.8% |
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