-54.3%
S vs RCAT
+204.2%
-258.5%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.9% | -6.1% | -2.5% |
| 7D | -5.8% | +5.4% | -11.2% | -6.1% |
| 30D | -9.2% | -5.6% | -3.6% | -8.9% |
| 3M | +23.4% | -30.2% | +53.6% | +25.4% |
| 6M | +36.9% | -43.4% | +80.3% | +39.5% |
| YTD | +29.5% | +9.6% | +19.9% | +26.3% |
| 1Y | +5.4% | -2.0% | +7.4% | +2.4% |
| 3Y | +14.7% | +825.0% | -810.3% | -5.3% |
| 5Y | -71.5% | +199.8% | -271.4% | -76.0% |
| All | -54.3% | +204.2% | -258.5% | -61.3% |
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