-100.0%
RCAT vs RRC
+1,832.3%
-1,932.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +0.3% | +11.1% | +11.4% |
| 7D | +1.1% | -10.3% | +11.4% | +1.6% |
| 30D | -22.0% | +19.5% | -41.5% | -22.6% |
| 3M | -51.1% | +27.9% | -79.1% | -51.6% |
| 6M | -56.6% | +21.2% | -77.8% | -57.0% |
| YTD | -43.3% | +39.6% | -82.8% | -44.1% |
| 1Y | -51.5% | +31.3% | -82.8% | -52.1% |
| 3Y | +411.4% | +51.9% | +359.4% | +403.2% |
| 5Y | +74.4% | +110.2% | -35.7% | +70.5% |
| 10Y | -99.6% | +56.7% | -156.2% | -99.6% |
| All | -100.0% | +1,832.3% | -1,932.3% | -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