+77.5%
RUN vs RCAT
-99.7%
+177.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.9% | +2.2% | +4.1% |
| 7D | +3.2% | +7.2% | -4.1% | +3.0% |
| 30D | +19.5% | -20.4% | +39.9% | +19.9% |
| 3M | -9.6% | -59.8% | +50.2% | -8.1% |
| 6M | -37.3% | -61.9% | +24.5% | -36.3% |
| YTD | -50.7% | -45.9% | -4.8% | -50.3% |
| 1Y | -54.1% | -50.5% | -3.6% | -53.7% |
| 3Y | -3.9% | +387.5% | -391.4% | -7.7% |
| 5Y | -84.4% | +70.9% | -155.3% | -84.9% |
| 10Y | +77.5% | -99.7% | +177.2% | +56.6% |
| All | +77.5% | -99.7% | +177.2% | +56.6% |
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