-6.6%
RMD vs RCAT
+46.9%
-53.5%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +18.6% | -20.3% | -2.0% |
| 7D | +2.3% | -12.7% | +15.1% | +2.5% |
| 30D | +4.1% | -34.3% | +38.4% | +4.7% |
| 3M | +5.7% | -53.4% | +59.1% | +6.9% |
| 6M | +12.9% | -62.0% | +74.9% | +14.1% |
| YTD | -1.5% | -49.1% | +47.5% | -1.5% |
| 1Y | -4.8% | -53.1% | +48.4% | -4.7% |
| 3Y | +57.5% | +318.7% | -261.2% | +51.1% |
| All | -6.6% | +46.9% | -53.5% | -7.8% |
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