-14.5%
Z vs RCAT
-99.6%
+85.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +11.4% | -7.6% | +3.7% |
| 7D | -5.2% | +1.1% | -6.3% | -5.2% |
| 30D | +5.7% | -22.0% | +27.7% | +5.9% |
| 3M | -8.7% | -51.1% | +42.4% | -8.2% |
| 6M | -26.0% | -56.6% | +30.6% | -25.5% |
| YTD | -55.0% | -43.3% | -11.8% | -55.0% |
| 1Y | -58.0% | -51.5% | -6.5% | -57.9% |
| 3Y | -15.2% | +411.4% | -426.5% | -16.9% |
| 5Y | -53.8% | +74.4% | -128.2% | -54.6% |
| 10Y | -14.5% | -99.6% | +85.1% | -11.9% |
| All | -14.5% | -99.6% | +85.1% | -11.9% |
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