+54.8%
RCAT vs RVTY
-7.4%
+62.2%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.6% | +2.8% | +15.8% | +17.4% |
| 7D | -12.7% | -1.2% | -11.5% | -11.9% |
| 30D | -34.3% | +1.0% | -35.3% | -34.2% |
| 3M | -53.4% | +35.8% | -89.2% | -58.9% |
| 6M | -62.0% | +56.7% | -118.7% | -68.6% |
| YTD | -49.1% | +60.7% | -109.8% | -58.4% |
| 1Y | -53.1% | +73.7% | -126.8% | -62.8% |
| 3Y | +318.7% | +82.8% | +235.9% | +236.3% |
| All | +54.8% | -7.4% | +62.2% | +29.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling