-98.5%
RCAT vs RNG
+215.2%
-313.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.8% | -5.7% | -6.3% |
| 7D | -2.3% | -4.1% | +1.8% | -1.5% |
| 30D | -18.7% | +8.6% | -27.3% | -20.3% |
| 3M | -29.3% | +78.0% | -107.2% | -38.2% |
| 6M | -42.3% | +67.0% | -109.4% | -49.4% |
| YTD | +2.5% | +142.4% | -139.9% | -19.0% |
| 1Y | -5.7% | +120.4% | -126.1% | -23.9% |
| 3Y | +764.9% | +122.1% | +642.8% | +568.4% |
| 5Y | +182.3% | -69.8% | +252.1% | +225.9% |
| 10Y | -98.5% | +223.4% | -321.9% | -96.7% |
| All | -98.5% | +215.2% | -313.7% | -96.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling