-26.6%
U vs RCAT
+431.8%
-458.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -8.3% | +9.3% | +1.7% |
| 7D | +2.8% | +15.6% | -12.7% | +1.6% |
| 30D | +7.6% | -24.1% | +31.7% | +9.3% |
| 3M | +12.7% | -61.9% | +74.6% | +20.0% |
| 6M | +87.0% | -64.3% | +151.3% | +98.6% |
| YTD | +13.6% | -50.4% | +64.0% | +17.1% |
| 1Y | +25.3% | -54.0% | +79.3% | +29.4% |
| 3Y | +85.8% | +347.2% | -261.4% | +68.3% |
| 5Y | -74.5% | +45.7% | -120.2% | -76.7% |
| All | -26.6% | +431.8% | -458.3% | -25.3% |
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