+411.4%
RCAT vs RNG
+165.4%
+246.0%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +1.0% | +10.4% | +11.2% |
| 7D | +1.1% | -6.2% | +7.3% | +2.1% |
| 30D | -22.0% | -8.0% | -14.0% | -21.0% |
| 3M | -51.1% | +15.7% | -66.8% | -52.1% |
| 6M | -56.6% | +60.3% | -116.9% | -59.7% |
| YTD | -43.3% | +153.8% | -197.0% | -52.6% |
| 1Y | -51.5% | +172.2% | -223.7% | -60.2% |
| 3Y | +411.4% | +174.8% | +236.5% | +330.5% |
| All | +411.4% | +165.4% | +246.0% | +330.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling