+73.3%
RUN vs RCAT
-99.8%
+173.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.4% | +4.7% | +1.4% |
| 7D | -13.5% | -5.9% | -7.6% | -13.4% |
| 30D | +18.3% | -19.7% | +38.0% | +18.7% |
| 3M | -12.5% | -62.9% | +50.4% | -10.9% |
| 6M | -40.3% | -59.6% | +19.3% | -39.4% |
| YTD | -53.1% | -52.1% | -1.0% | -52.6% |
| 1Y | -54.3% | -50.9% | -3.4% | -53.8% |
| 3Y | -6.5% | +333.8% | -340.3% | -10.0% |
| 5Y | -85.3% | +40.7% | -126.0% | -85.7% |
| All | +73.3% | -99.8% | +173.1% | +57.9% |
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