+247.1%
RL vs RCAT
+68.2%
+178.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.3% | -1.5% |
| 7D | -4.4% | +7.2% | -11.6% | -4.9% |
| 30D | +5.6% | -20.4% | +26.0% | +6.7% |
| 3M | -0.6% | -59.8% | +59.1% | +4.4% |
| 6M | +15.5% | -61.9% | +77.3% | +20.5% |
| YTD | +12.3% | -45.9% | +58.2% | +13.0% |
| 1Y | +19.3% | -50.5% | +69.8% | +20.1% |
| 3Y | +255.5% | +387.5% | -132.0% | +195.0% |
| 5Y | +247.1% | +70.9% | +176.1% | +194.2% |
| All | +247.1% | +68.2% | +178.8% | +194.2% |
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