+186.8%
SO vs RCAT
-99.6%
+286.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +11.4% | -10.1% | +1.3% |
| 7D | -1.1% | +1.1% | -2.2% | -1.1% |
| 30D | +8.6% | -22.0% | +30.6% | +8.6% |
| 3M | +1.8% | -51.1% | +52.9% | +1.9% |
| 6M | +3.6% | -56.6% | +60.2% | +3.7% |
| YTD | +9.9% | -43.3% | +53.2% | +9.9% |
| 1Y | +5.7% | -51.5% | +57.2% | +5.7% |
| 3Y | +52.5% | +411.4% | -358.9% | +50.9% |
| 5Y | +77.3% | +74.4% | +2.9% | +75.7% |
| 10Y | +186.8% | -99.6% | +286.4% | +181.5% |
| All | +186.8% | -99.6% | +286.4% | +181.5% |
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