+355.6%
RMD vs RCAT
-99.8%
+455.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.7% | +0.3% |
| 7D | +2.1% | -5.9% | +8.0% | +2.1% |
| 30D | +2.1% | -19.7% | +21.7% | +2.1% |
| 3M | +6.2% | -62.9% | +69.1% | +6.5% |
| 6M | +19.4% | -59.6% | +79.0% | +19.6% |
| YTD | +0.5% | -52.1% | +52.6% | +0.6% |
| 1Y | -3.9% | -50.9% | +47.0% | -3.9% |
| 3Y | +72.5% | +333.8% | -261.2% | +71.6% |
| 5Y | -1.5% | +40.7% | -42.3% | -2.0% |
| All | +355.6% | -99.8% | +455.4% | +363.0% |
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 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