+243.6%
W vs RCAT
-99.6%
+343.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +11.4% | -6.8% | +4.4% |
| 7D | +3.3% | +1.1% | +2.2% | +3.2% |
| 30D | +10.5% | -22.0% | +32.5% | +11.0% |
| 3M | +9.6% | -51.1% | +60.8% | +11.0% |
| 6M | +76.4% | -56.6% | +133.0% | +78.7% |
| YTD | +16.4% | -43.3% | +59.6% | +17.0% |
| 1Y | +9.3% | -51.5% | +60.9% | +10.1% |
| 3Y | +172.8% | +411.4% | -238.6% | +159.7% |
| 5Y | -53.4% | +74.4% | -127.8% | -55.2% |
| 10Y | +243.6% | -99.6% | +343.2% | +204.8% |
| All | +243.6% | -99.6% | +343.2% | +204.8% |
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