+175.2%
SO vs RCAT
-99.8%
+275.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +18.6% | -19.7% | -1.1% |
| 7D | -1.5% | -12.7% | +11.3% | -1.4% |
| 30D | +8.1% | -34.3% | +42.4% | +8.1% |
| 3M | +0.2% | -53.4% | +53.6% | +0.3% |
| 6M | +0.4% | -62.0% | +62.3% | +0.5% |
| YTD | +8.5% | -49.1% | +57.6% | +8.5% |
| 1Y | +4.9% | -53.1% | +58.1% | +4.9% |
| 3Y | +47.9% | +318.7% | -270.7% | +46.5% |
| 5Y | +75.7% | +48.5% | +27.2% | +74.2% |
| All | +175.2% | -99.8% | +275.0% | +168.7% |
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