+372.3%
SE vs RCAT
-90.3%
+462.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.4% | +5.0% | -1.4% |
| 7D | 0.0% | -5.6% | +5.6% | +0.1% |
| 30D | -19.4% | -27.0% | +7.7% | -19.1% |
| 3M | -33.1% | -57.9% | +24.8% | -32.5% |
| 6M | -11.4% | -59.4% | +48.0% | -10.7% |
| YTD | -39.8% | -46.9% | +7.1% | -39.6% |
| 1Y | -50.5% | -54.0% | +3.6% | -50.2% |
| 3Y | +68.9% | +378.4% | -309.5% | +64.7% |
| 5Y | -77.1% | +61.9% | -139.0% | -77.6% |
| All | +372.3% | -90.3% | +462.6% | +364.5% |
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