+2,138.9%
RMD vs RCAT
-100.0%
+2,238.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +18.6% | -20.3% | -1.7% |
| 7D | +2.3% | -12.7% | +15.1% | +2.3% |
| 30D | +4.1% | -34.3% | +38.4% | +4.2% |
| 3M | +5.7% | -53.4% | +59.1% | +5.8% |
| 6M | +12.9% | -62.0% | +74.9% | +13.0% |
| 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% | +57.0% |
| 5Y | -5.5% | +48.5% | -54.0% | -5.8% |
| 10Y | +357.8% | -99.6% | +457.4% | +352.5% |
| All | +2,138.9% | -100.0% | +2,238.9% | +2,058.1% |
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