+893.6%
ITOT vs RCAT
-99.9%
+993.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.5% | +6.0% | -0.5% |
| 7D | -0.4% | -2.3% | +1.9% | -0.4% |
| 30D | -1.6% | -18.7% | +17.1% | -1.5% |
| 3M | +3.5% | -29.3% | +32.8% | +3.6% |
| 6M | +13.1% | -42.3% | +55.4% | +13.2% |
| YTD | +12.7% | +2.5% | +10.2% | +12.7% |
| 1Y | +18.3% | -5.7% | +24.0% | +18.2% |
| 3Y | +76.4% | +764.9% | -688.5% | +75.6% |
| 5Y | +73.8% | +182.3% | -108.5% | +73.0% |
| 10Y | +301.2% | -98.5% | +399.7% | +299.5% |
| All | +893.6% | -99.9% | +993.6% | +950.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling