-17.3%
SLB vs RCAT
-99.6%
+82.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.4% | +5.5% | -0.9% |
| 7D | -4.3% | -5.6% | +1.3% | -4.3% |
| 30D | +1.9% | -27.0% | +29.0% | +2.2% |
| 3M | -5.7% | -57.9% | +52.2% | -5.0% |
| 6M | -5.3% | -59.4% | +54.1% | -4.8% |
| YTD | +32.2% | -46.9% | +79.1% | +32.4% |
| 1Y | +38.5% | -54.0% | +92.5% | +38.9% |
| 3Y | +1.1% | +378.4% | -377.3% | -1.5% |
| 5Y | +70.3% | +61.9% | +8.3% | +66.5% |
| 10Y | -17.3% | -99.6% | +82.3% | -25.6% |
| All | -17.3% | -99.6% | +82.3% | -25.6% |
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