-99.8%
RCAT vs RNG
+234.5%
-334.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.7% | -2.8% | -3.3% |
| 7D | -5.9% | +4.6% | -10.5% | -6.8% |
| 30D | -19.7% | +0.4% | -20.1% | -19.7% |
| 3M | -62.9% | +11.4% | -74.3% | -63.7% |
| 6M | -59.6% | +95.7% | -155.3% | -65.3% |
| YTD | -52.1% | +162.9% | -215.0% | -62.6% |
| 1Y | -50.9% | +180.3% | -231.2% | -62.2% |
| 3Y | +333.8% | +188.3% | +145.4% | +220.4% |
| 5Y | +40.7% | -72.5% | +113.3% | +67.8% |
| All | -99.8% | +234.5% | -334.3% | -99.4% |
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