-99.9%
RCAT vs RNG
+343.0%
-443.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +1.1% | -9.3% | -8.4% |
| 7D | +15.6% | +2.3% | +13.3% | +15.1% |
| 30D | -24.1% | -3.4% | -20.7% | -23.7% |
| 3M | -61.9% | +20.9% | -82.8% | -62.9% |
| 6M | -64.3% | +82.2% | -146.5% | -67.5% |
| YTD | -50.4% | +164.6% | -215.0% | -58.1% |
| 1Y | -54.0% | +177.0% | -231.0% | -61.5% |
| 3Y | +347.2% | +177.4% | +169.8% | +267.4% |
| 5Y | +45.7% | -72.3% | +118.1% | +52.1% |
| 10Y | -99.7% | +238.9% | -338.7% | -99.6% |
| All | -99.9% | +343.0% | -443.0% | -99.9% |
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 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