-26.3%
U vs RCAT
+468.9%
-495.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.4% | +4.3% | -1.7% |
| 7D | +24.4% | -5.6% | +30.0% | +24.4% |
| 30D | +7.4% | -27.0% | +34.4% | +9.4% |
| 3M | +16.8% | -57.9% | +74.7% | +23.5% |
| 6M | +78.8% | -59.4% | +138.2% | +88.1% |
| YTD | +14.0% | -46.9% | +60.9% | +17.0% |
| 1Y | +16.7% | -54.0% | +70.8% | +20.5% |
| 3Y | +86.4% | +378.4% | -292.0% | +68.1% |
| 5Y | -71.5% | +61.9% | -133.4% | -74.1% |
| All | -26.3% | +468.9% | -495.3% | -25.4% |
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