+603.6%
RVMD vs RCAT
+375.3%
+228.3%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -2.1% |
| 7D | -3.6% | -5.4% | +1.8% | -3.3% |
| 30D | -1.1% | -24.2% | +23.1% | +0.1% |
| 3M | +41.0% | -25.8% | +66.9% | +42.4% |
| 6M | +105.7% | -44.9% | +150.6% | +108.8% |
| YTD | +155.3% | +1.9% | +153.4% | +151.6% |
| 1Y | +402.7% | -5.2% | +407.9% | +392.9% |
| 3Y | +533.1% | +759.6% | -226.5% | +450.6% |
| 5Y | +583.5% | +187.5% | +396.0% | +503.2% |
| All | +603.6% | +375.3% | +228.3% | +454.3% |
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