-57.8%
RCAT vs RNG
+179.4%
-237.2%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -0.2% | -10.1% | -10.3% |
| 7D | -18.5% | -9.6% | -9.0% | -18.3% |
| 30D | -37.0% | -1.4% | -35.6% | -36.9% |
| 3M | -54.9% | +28.8% | -83.6% | -54.8% |
| 6M | -63.6% | +65.6% | -129.2% | -63.8% |
| YTD | -49.6% | +171.4% | -221.0% | -48.9% |
| 1Y | -57.8% | +185.3% | -243.1% | -57.9% |
| All | -57.8% | +179.4% | -237.2% | -57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 1y: compounded portfolio wealth divided by compounded RNG 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…
1y analysis · Full analysis span regression · 6 months rolling