+414.6%
SPYG vs RCAT
-98.5%
+513.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.5% | +6.1% | -0.3% |
| 7D | +0.3% | -2.3% | +2.6% | +0.3% |
| 30D | -1.7% | -18.7% | +17.0% | -1.5% |
| 3M | +3.6% | -29.3% | +32.9% | +3.8% |
| 6M | +16.6% | -42.3% | +58.9% | +16.9% |
| YTD | +13.4% | +2.5% | +10.8% | +13.1% |
| 1Y | +19.6% | -5.7% | +25.3% | +19.2% |
| 3Y | +99.8% | +764.9% | -665.1% | +95.7% |
| 5Y | +85.0% | +182.3% | -97.3% | +81.6% |
| All | +414.6% | -98.5% | +513.1% | +397.0% |
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