+265.7%
RMBS vs RCAT
+192.8%
+72.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.9% | -2.2% | +1.3% |
| 7D | +3.0% | +5.4% | -2.4% | +2.4% |
| 30D | -14.4% | -5.6% | -8.8% | -14.1% |
| 3M | -42.8% | -30.2% | -12.6% | -41.1% |
| 6M | -1.4% | -43.4% | +42.0% | +2.3% |
| YTD | -5.4% | +9.6% | -15.1% | -7.7% |
| 1Y | +18.6% | -2.0% | +20.5% | +15.7% |
| 3Y | +57.3% | +825.0% | -767.7% | +38.8% |
| 5Y | +265.7% | +199.8% | +65.9% | +225.0% |
| All | +265.7% | +192.8% | +72.9% | +225.0% |
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 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