-57.8%
RCAT vs RVTY
+74.0%
-131.8%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -2.5% | -7.8% | -8.9% |
| 7D | -18.5% | -3.6% | -15.0% | -16.7% |
| 30D | -37.0% | +1.4% | -38.3% | -37.3% |
| 3M | -54.9% | +43.2% | -98.0% | -63.5% |
| 6M | -63.6% | +84.5% | -148.1% | -76.0% |
| YTD | -49.6% | +65.2% | -114.8% | -64.8% |
| 1Y | -57.8% | +74.3% | -132.1% | -73.3% |
| All | -57.8% | +74.0% | -131.8% | -73.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 1y: compounded portfolio wealth divided by compounded RVTY 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…
1y analysis · Full analysis span regression · 6 months rolling