-44.0%
S vs RCAT
+50.1%
-94.2%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.9% | -0.4% | +1.4% |
| 7D | +1.2% | +7.2% | -6.0% | +0.7% |
| 30D | -7.3% | -20.4% | +13.1% | -6.2% |
| 3M | +5.9% | -59.8% | +65.6% | +11.3% |
| 6M | +45.6% | -61.9% | +107.5% | +52.4% |
| YTD | +58.5% | -45.9% | +104.4% | +60.7% |
| 1Y | +37.6% | -50.5% | +88.1% | +39.7% |
| 3Y | +51.7% | +387.5% | -335.8% | +29.9% |
| 5Y | -67.5% | +70.9% | -138.4% | -71.7% |
| All | -44.0% | +50.1% | -94.2% | -50.7% |
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