-5.7%
RCAT vs RNG
+116.0%
-121.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.8% | -5.7% | -6.5% |
| 7D | -2.3% | -4.1% | +1.8% | -2.1% |
| 30D | -18.7% | +8.6% | -27.3% | -19.1% |
| 3M | -29.3% | +78.0% | -107.2% | -31.8% |
| 6M | -42.3% | +67.0% | -109.4% | -44.0% |
| YTD | +2.5% | +142.4% | -139.9% | -4.0% |
| 1Y | -5.7% | +120.4% | -126.1% | -4.9% |
| All | -5.7% | +116.0% | -121.7% | -4.9% |
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