+546.6%
RMBS vs RCAT
-98.5%
+645.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -2.6% |
| 7D | +1.2% | -5.4% | +6.6% | +1.3% |
| 30D | -11.5% | -24.2% | +12.7% | -11.2% |
| 3M | -38.2% | -25.8% | -12.4% | -38.0% |
| 6M | -4.8% | -44.9% | +40.2% | -4.3% |
| YTD | -7.1% | +1.9% | -9.0% | -7.2% |
| 1Y | +10.7% | -5.2% | +15.9% | +10.5% |
| 3Y | +54.5% | +759.6% | -705.1% | +52.1% |
| 5Y | +261.7% | +187.5% | +74.1% | +256.5% |
| All | +546.6% | -98.5% | +645.1% | +560.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling