-13.1%
SLB vs RCAT
-99.8%
+86.7%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.4% | +4.9% | +1.5% |
| 7D | +3.5% | -5.9% | +9.4% | +3.6% |
| 30D | +6.5% | -19.7% | +26.2% | +6.7% |
| 3M | -0.2% | -62.9% | +62.6% | +0.6% |
| 6M | -5.7% | -59.6% | +53.9% | -5.1% |
| YTD | +36.8% | -52.1% | +88.9% | +37.3% |
| 1Y | +45.8% | -50.9% | +96.7% | +46.1% |
| 3Y | +3.4% | +333.8% | -330.4% | +0.7% |
| 5Y | +76.1% | +40.7% | +35.4% | +72.4% |
| All | -13.1% | -99.8% | +86.7% | -23.0% |
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