-100.0%
RCAT vs RVTY
+510.0%
-610.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +3.6% | +7.8% | +10.7% |
| 7D | +1.1% | +6.0% | -4.9% | +0.2% |
| 30D | -22.0% | +4.3% | -26.3% | -22.4% |
| 3M | -51.1% | +40.2% | -91.4% | -54.2% |
| 6M | -56.6% | +59.3% | -115.9% | -60.4% |
| YTD | -43.3% | +66.5% | -109.8% | -48.6% |
| 1Y | -51.5% | +77.5% | -129.0% | -56.6% |
| 3Y | +411.4% | +92.5% | +318.9% | +354.7% |
| 5Y | +74.4% | -6.8% | +81.2% | +69.4% |
| 10Y | -99.6% | +225.4% | -325.0% | -99.6% |
| All | -100.0% | +510.0% | -610.0% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling