+83.5%
OVV vs RCAT
+46.9%
+36.6%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +18.6% | -19.3% | -1.7% |
| 7D | -16.7% | -12.7% | -3.9% | -16.1% |
| 30D | -1.5% | -34.3% | +32.8% | +0.5% |
| 3M | +1.6% | -53.4% | +55.0% | +5.4% |
| 6M | +2.0% | -62.0% | +64.0% | +6.0% |
| YTD | +56.8% | -49.1% | +105.9% | +57.8% |
| 1Y | +64.8% | -53.1% | +118.0% | +66.0% |
| 3Y | +38.3% | +318.7% | -280.4% | +17.1% |
| All | +83.5% | +46.9% | +36.6% | +71.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling