-2.0%
RCAT vs RVTY
+48.7%
-50.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.4% | +6.3% | +5.6% |
| 7D | +5.4% | +0.4% | +5.0% | +4.9% |
| 30D | -5.6% | +10.8% | -16.4% | -12.6% |
| 3M | -30.2% | +26.8% | -57.0% | -43.6% |
| 6M | -43.4% | +39.3% | -82.7% | -58.1% |
| YTD | +9.6% | +31.6% | -22.0% | -15.9% |
| 1Y | -2.0% | +47.7% | -49.7% | -35.3% |
| All | -2.0% | +48.7% | -50.6% | -35.3% |
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