+1,077.0%
TER vs RCAT
-99.7%
+1,176.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.9% | +6.4% | +8.3% |
| 7D | +5.9% | +7.2% | -1.4% | +5.8% |
| 30D | -30.8% | -20.4% | -10.4% | -30.5% |
| 3M | -29.9% | -59.8% | +29.8% | -29.1% |
| 6M | -27.5% | -61.9% | +34.4% | -26.6% |
| YTD | +37.5% | -45.9% | +83.4% | +38.4% |
| 1Y | +50.3% | -50.5% | +100.8% | +51.3% |
| 3Y | +204.9% | +387.5% | -182.6% | +198.3% |
| 5Y | +89.2% | +70.9% | +18.2% | +85.8% |
| 10Y | +1,077.0% | -99.7% | +1,176.7% | +989.0% |
| All | +1,077.0% | -99.7% | +1,176.7% | +989.0% |
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