-16.6%
SLB vs RCAT
-99.6%
+83.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +11.4% | -10.5% | +0.8% |
| 7D | -3.7% | +1.1% | -4.8% | -3.7% |
| 30D | +2.9% | -22.0% | +24.9% | +3.1% |
| 3M | +0.2% | -51.1% | +51.4% | +0.8% |
| 6M | -4.4% | -56.6% | +52.2% | -3.9% |
| YTD | +33.4% | -43.3% | +76.7% | +33.6% |
| 1Y | +40.8% | -51.5% | +92.3% | +41.1% |
| 3Y | +3.2% | +411.4% | -408.2% | +0.4% |
| 5Y | +64.8% | +74.4% | -9.6% | +61.0% |
| 10Y | -16.6% | -99.6% | +83.0% | -24.8% |
| All | -16.6% | -99.6% | +83.0% | -24.8% |
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