-100.0%
RCAT vs RRC
+1,827.2%
-1,927.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.6% | -2.9% | +21.6% | +18.8% |
| 7D | -12.7% | -10.8% | -1.9% | -12.3% |
| 30D | -34.3% | +22.3% | -56.6% | -34.9% |
| 3M | -53.4% | +26.6% | -80.0% | -53.9% |
| 6M | -62.0% | +18.9% | -80.9% | -62.3% |
| YTD | -49.1% | +39.2% | -88.2% | -49.8% |
| 1Y | -53.1% | +34.0% | -87.1% | -53.8% |
| 3Y | +318.7% | +42.0% | +276.6% | +312.5% |
| 5Y | +48.5% | +111.9% | -63.3% | +45.2% |
| 10Y | -99.6% | +62.8% | -162.4% | -99.6% |
| All | -100.0% | +1,827.2% | -1,927.2% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling