-100.0%
RCAT vs RRC
+1,557.4%
-1,657.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -2.0% |
| 7D | -1.4% | +1.3% | -2.7% | -1.5% |
| 30D | -3.3% | +10.1% | -13.5% | -3.7% |
| 3M | -43.2% | +4.0% | -47.2% | -43.3% |
| 6M | -43.2% | +1.6% | -44.8% | -43.3% |
| YTD | +5.5% | +19.7% | -14.2% | +4.6% |
| 1Y | -1.6% | +21.4% | -23.1% | -2.6% |
| 3Y | +773.7% | +29.7% | +744.0% | +765.3% |
| 5Y | +187.6% | +153.9% | +33.8% | +182.6% |
| 10Y | -98.5% | +10.8% | -109.3% | -98.5% |
| All | -100.0% | +1,557.4% | -1,657.4% | -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