+584.9%
XYZ vs RCAT
-99.8%
+684.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.4% | +6.3% | +2.9% |
| 7D | -1.1% | -5.9% | +4.9% | -1.0% |
| 30D | +11.5% | -19.7% | +31.2% | +11.8% |
| 3M | +1.8% | -62.9% | +64.6% | +3.4% |
| 6M | +21.2% | -59.6% | +80.8% | +22.7% |
| YTD | +29.9% | -52.1% | +82.0% | +30.7% |
| 1Y | +35.8% | -50.9% | +86.7% | +36.4% |
| 3Y | +62.6% | +333.8% | -271.2% | +55.9% |
| 5Y | -62.8% | +40.7% | -103.5% | -64.0% |
| All | +584.9% | -99.8% | +684.7% | +580.7% |
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