+597.0%
SE vs RCAT
-79.9%
+676.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.9% | -2.8% | +1.1% |
| 7D | +0.6% | +5.4% | -4.8% | +0.5% |
| 30D | -0.1% | -5.6% | +5.5% | 0.0% |
| 3M | +34.1% | -30.2% | +64.4% | +34.6% |
| 6M | +23.2% | -43.4% | +66.6% | +23.7% |
| YTD | -11.2% | +9.6% | -20.8% | -11.6% |
| 1Y | -40.5% | -2.0% | -38.6% | -40.8% |
| 3Y | +196.3% | +825.0% | -628.7% | +186.8% |
| 5Y | -67.0% | +199.8% | -266.9% | -68.0% |
| All | +597.0% | -79.9% | +676.9% | +580.0% |
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