-99.9%
RCAT vs RNG
+327.7%
-427.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.9% | +1.9% | -1.5% |
| 7D | -1.4% | +5.8% | -7.2% | -2.2% |
| 30D | -3.3% | +19.6% | -23.0% | -5.8% |
| 3M | -43.2% | +67.0% | -110.2% | -47.6% |
| 6M | -43.2% | +88.4% | -131.5% | -48.8% |
| YTD | +5.5% | +155.5% | -149.9% | -10.4% |
| 1Y | -1.6% | +141.7% | -143.3% | -15.8% |
| 3Y | +773.7% | +131.1% | +642.6% | +634.4% |
| 5Y | +187.6% | -70.6% | +258.2% | +197.7% |
| 10Y | -98.5% | +228.2% | -326.7% | -97.5% |
| All | -99.9% | +327.7% | -427.6% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling