+213.2%
RSP vs RCAT
-99.6%
+312.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.4% | +6.4% | 0.0% |
| 7D | +0.7% | -5.6% | +6.3% | +0.7% |
| 30D | +3.7% | -27.0% | +30.7% | +3.8% |
| 3M | +0.7% | -57.9% | +58.6% | +1.1% |
| 6M | +9.0% | -59.4% | +68.5% | +9.4% |
| YTD | +16.7% | -46.9% | +63.6% | +16.8% |
| 1Y | +19.0% | -54.0% | +73.0% | +19.1% |
| 3Y | +64.7% | +378.4% | -313.7% | +62.4% |
| 5Y | +49.6% | +61.9% | -12.3% | +47.8% |
| 10Y | +213.2% | -99.6% | +312.8% | +206.5% |
| All | +213.2% | -99.6% | +312.8% | +206.5% |
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