+1,671.4%
TER vs RCAT
-98.5%
+1,769.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.0% | +7.5% | +5.5% |
| 7D | +0.6% | -1.4% | +2.0% | +0.6% |
| 30D | -8.3% | -3.3% | -4.9% | -8.3% |
| 3M | -12.2% | -43.2% | +31.0% | -11.6% |
| 6M | +17.1% | -43.2% | +60.2% | +17.7% |
| YTD | +84.7% | +5.5% | +79.1% | +84.2% |
| 1Y | +199.9% | -1.6% | +201.6% | +198.9% |
| 3Y | +232.8% | +773.7% | -540.9% | +222.3% |
| 5Y | +198.6% | +187.6% | +10.9% | +190.2% |
| All | +1,671.4% | -98.5% | +1,769.9% | +1,390.3% |
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