-3.1%
SLB vs RCAT
-98.5%
+95.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.2% | +0.2% |
| 7D | +0.8% | -1.4% | +2.2% | +0.8% |
| 30D | +15.8% | -3.3% | +19.2% | +15.8% |
| 3M | -0.3% | -43.2% | +42.9% | +0.1% |
| 6M | +21.3% | -43.2% | +64.5% | +21.7% |
| YTD | +52.3% | +5.5% | +46.8% | +51.7% |
| 1Y | +63.6% | -1.6% | +65.3% | +62.8% |
| 3Y | +3.8% | +773.7% | -769.9% | +0.5% |
| 5Y | +128.6% | +187.6% | -59.0% | +122.1% |
| All | -3.1% | -98.5% | +95.3% | -12.6% |
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