+307.8%
SPY vs RCAT
-99.8%
+407.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.4% | +3.1% | -0.3% |
| 7D | +2.6% | -5.9% | +8.5% | +2.6% |
| 30D | -2.0% | -19.7% | +17.7% | -1.9% |
| 3M | -2.8% | -62.9% | +60.1% | -2.2% |
| 6M | +2.1% | -59.6% | +61.7% | +2.6% |
| YTD | +11.5% | -52.1% | +63.6% | +11.7% |
| 1Y | +13.5% | -50.9% | +64.4% | +13.6% |
| 3Y | +77.7% | +333.8% | -256.1% | +75.2% |
| 5Y | +72.6% | +40.7% | +31.9% | +70.6% |
| All | +307.8% | -99.8% | +407.7% | +298.0% |
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 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