+47.9%
RCAT vs RVTY
-15.1%
+63.0%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.7% | -1.8% | -2.7% |
| 7D | -5.9% | -0.5% | -5.5% | -5.6% |
| 30D | -19.7% | +1.5% | -21.2% | -19.5% |
| 3M | -62.9% | +31.5% | -94.3% | -66.7% |
| 6M | -59.6% | +62.7% | -122.2% | -67.1% |
| YTD | -52.1% | +60.0% | -112.1% | -60.7% |
| 1Y | -50.9% | +65.7% | -116.6% | -60.2% |
| 3Y | +333.8% | +85.2% | +248.6% | +249.5% |
| All | +47.9% | -15.1% | +63.0% | +21.8% |
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