+349.2%
RCAT vs RRC
+58.8%
+290.4%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -0.8% | -7.5% | -7.9% |
| 7D | +15.6% | +2.5% | +13.0% | +13.9% |
| 30D | -24.1% | +21.1% | -45.2% | -31.3% |
| 3M | -61.9% | +28.4% | -90.3% | -66.5% |
| 6M | -64.3% | +26.5% | -90.8% | -68.7% |
| YTD | -50.4% | +47.0% | -97.4% | -61.1% |
| 1Y | -54.0% | +35.2% | -89.2% | -62.1% |
| All | +349.2% | +58.8% | +290.4% | +234.9% |
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