-53.1%
RCAT vs RRC
+31.6%
-84.7%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.6% | -2.9% | +21.6% | +18.8% |
| 7D | -12.7% | -10.8% | -1.9% | -12.1% |
| 30D | -34.3% | +22.3% | -56.6% | -34.0% |
| 3M | -53.4% | +26.6% | -80.0% | -52.8% |
| 6M | -62.0% | +18.9% | -80.9% | -61.5% |
| YTD | -49.1% | +39.2% | -88.2% | -47.3% |
| 1Y | -53.1% | +34.0% | -87.1% | -52.5% |
| All | -53.1% | +31.6% | -84.7% | -52.5% |
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