+348.7%
RMD vs RCAT
-99.6%
+448.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +11.4% | -11.2% | +0.2% |
| 7D | +1.2% | +1.1% | +0.1% | +1.2% |
| 30D | +2.5% | -22.0% | +24.5% | +2.5% |
| 3M | +11.5% | -51.1% | +62.7% | +11.7% |
| 6M | +14.7% | -56.6% | +71.3% | +14.8% |
| YTD | -1.3% | -43.3% | +41.9% | -1.3% |
| 1Y | -5.3% | -51.5% | +46.2% | -5.2% |
| 3Y | +68.8% | +411.4% | -342.6% | +67.8% |
| 5Y | -5.9% | +74.4% | -80.3% | -6.3% |
| 10Y | +348.7% | -99.6% | +448.3% | +367.9% |
| All | +348.7% | -99.6% | +448.3% | +367.9% |
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 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