+326.1%
TPR vs RCAT
-98.5%
+424.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | 0.0% |
| 7D | -2.3% | -1.4% | -0.9% | -2.3% |
| 30D | -23.0% | -3.3% | -19.6% | -23.0% |
| 3M | -12.5% | -43.2% | +30.7% | -12.3% |
| 6M | -21.4% | -43.2% | +21.7% | -21.3% |
| YTD | -3.5% | +5.5% | -9.1% | -3.7% |
| 1Y | +17.4% | -1.6% | +19.0% | +17.2% |
| 3Y | +291.3% | +773.7% | -482.4% | +289.1% |
| 5Y | +241.9% | +187.6% | +54.3% | +240.1% |
| All | +326.1% | -98.5% | +424.6% | +360.0% |
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