+318.7%
RCAT vs RRC
+36.3%
+282.4%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.6% | -2.9% | +21.6% | +20.0% |
| 7D | -12.7% | -10.8% | -1.9% | -7.9% |
| 30D | -34.3% | +22.3% | -56.6% | -41.0% |
| 3M | -53.4% | +26.6% | -80.0% | -58.8% |
| 6M | -62.0% | +18.9% | -80.9% | -65.6% |
| YTD | -49.1% | +39.2% | -88.2% | -59.1% |
| 1Y | -53.1% | +34.0% | -87.1% | -61.6% |
| 3Y | +318.7% | +42.0% | +276.6% | +196.6% |
| All | +318.7% | +36.3% | +282.4% | +196.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling