+907.0%
RMBS vs RCAT
-100.0%
+1,007.0%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.4% | +6.5% | +0.1% |
| 7D | -8.4% | -5.6% | -2.8% | -8.4% |
| 30D | -24.9% | -27.0% | +2.2% | -24.7% |
| 3M | -15.8% | -57.9% | +42.1% | -15.4% |
| 6M | -37.5% | -59.4% | +21.9% | -37.2% |
| YTD | -12.1% | -46.9% | +34.8% | -11.9% |
| 1Y | -27.0% | -54.0% | +27.1% | -26.7% |
| 3Y | +28.8% | +378.4% | -349.6% | +27.5% |
| 5Y | +236.2% | +61.9% | +174.3% | +233.3% |
| 10Y | +546.6% | -99.6% | +646.2% | +498.2% |
| All | +907.0% | -100.0% | +1,007.0% | +523.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling