-50.5%
RCAT vs RNG
+178.2%
-228.7%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.4% | -0.5% | +1.8% |
| 7D | +7.2% | -3.5% | +10.8% | +7.5% |
| 30D | -20.4% | -3.8% | -16.6% | -20.2% |
| 3M | -59.8% | +18.6% | -78.3% | -59.6% |
| 6M | -61.9% | +69.2% | -131.1% | -61.8% |
| YTD | -45.9% | +161.9% | -207.8% | -44.8% |
| 1Y | -50.5% | +176.2% | -226.7% | -49.7% |
| All | -50.5% | +178.2% | -228.7% | -49.7% |
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 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