+201.9%
RCAT vs RNG
-70.0%
+271.9%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -4.4% | +8.2% | +4.5% |
| 7D | +5.4% | -0.8% | +6.2% | +5.5% |
| 30D | -5.6% | +11.4% | -17.0% | -7.2% |
| 3M | -30.2% | +72.1% | -102.3% | -36.2% |
| 6M | -43.4% | +67.9% | -111.3% | -48.4% |
| YTD | +9.6% | +144.3% | -134.7% | -7.6% |
| 1Y | -2.0% | +117.5% | -119.5% | -15.7% |
| 3Y | +825.0% | +123.9% | +701.1% | +668.7% |
| All | +201.9% | -70.0% | +271.9% | +227.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling