+73.6%
SLB vs RCAT
+68.2%
+5.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.9% | +0.2% | +2.0% |
| 7D | -1.2% | +7.2% | -8.4% | -1.6% |
| 30D | +4.5% | -20.4% | +24.9% | +5.2% |
| 3M | -4.6% | -59.8% | +55.2% | -1.3% |
| 6M | -6.3% | -61.9% | +55.6% | -3.5% |
| YTD | +35.0% | -45.9% | +80.9% | +35.9% |
| 1Y | +38.8% | -50.5% | +89.3% | +39.9% |
| 3Y | +3.3% | +387.5% | -384.2% | -7.1% |
| 5Y | +73.6% | +70.9% | +2.7% | +67.0% |
| All | +73.6% | +68.2% | +5.4% | +67.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling