-50.5%
RCAT vs RRC
+38.2%
-88.7%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +1.9% |
| 7D | +7.2% | -0.5% | +7.7% | +7.6% |
| 30D | -20.4% | +25.2% | -45.6% | -20.1% |
| 3M | -59.8% | +27.8% | -87.6% | -59.5% |
| 6M | -61.9% | +27.2% | -89.1% | -61.5% |
| YTD | -45.9% | +48.2% | -94.1% | -44.3% |
| 1Y | -50.5% | +34.7% | -85.2% | -45.7% |
| All | -50.5% | +38.2% | -88.7% | -45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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