-16.1%
Z vs RCAT
-99.8%
+83.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +18.6% | -21.1% | -2.6% |
| 7D | -4.6% | -12.7% | +8.2% | -4.5% |
| 30D | +8.3% | -34.3% | +42.6% | +8.7% |
| 3M | -11.6% | -53.4% | +41.8% | -11.0% |
| 6M | -33.6% | -62.0% | +28.3% | -33.2% |
| YTD | -56.7% | -49.1% | -7.6% | -56.6% |
| 1Y | -59.1% | -53.1% | -6.0% | -59.0% |
| 3Y | -20.4% | +318.7% | -339.0% | -21.8% |
| 5Y | -55.3% | +48.5% | -103.8% | -56.0% |
| All | -16.1% | -99.8% | +83.7% | -12.5% |
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