-22.2%
RMD vs RCAT
+192.8%
-215.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.9% | -7.1% | -3.2% |
| 7D | -4.5% | +5.4% | -9.9% | -4.5% |
| 30D | +4.6% | -5.6% | +10.2% | +4.6% |
| 3M | +14.8% | -30.2% | +45.0% | +15.2% |
| 6M | -12.1% | -43.4% | +31.3% | -11.7% |
| YTD | -7.5% | +9.6% | -17.1% | -8.3% |
| 1Y | -20.1% | -2.0% | -18.1% | -20.9% |
| 3Y | +53.9% | +825.0% | -771.1% | +49.3% |
| 5Y | -22.2% | +199.8% | -222.0% | -24.7% |
| All | -22.2% | +192.8% | -215.0% | -24.7% |
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