+371.7%
TPR vs RCAT
-99.7%
+471.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.9% | -3.6% | -1.7% |
| 7D | +6.4% | +7.2% | -0.8% | +6.4% |
| 30D | +13.8% | -20.4% | +34.2% | +13.8% |
| 3M | -16.6% | -59.8% | +43.1% | -16.4% |
| 6M | +0.7% | -61.9% | +62.5% | +0.9% |
| YTD | +5.3% | -45.9% | +51.2% | +5.4% |
| 1Y | +32.4% | -50.5% | +82.9% | +32.5% |
| 3Y | +406.4% | +387.5% | +18.9% | +405.2% |
| 5Y | +227.9% | +70.9% | +157.0% | +227.1% |
| 10Y | +371.7% | -99.7% | +471.4% | +410.2% |
| All | +371.7% | -99.7% | +471.4% | +410.2% |
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