-100.0%
RCAT vs RVTY
+394.0%
-494.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.9% |
| 7D | -1.4% | +1.1% | -2.5% | -1.6% |
| 30D | -3.3% | +13.2% | -16.6% | -5.7% |
| 3M | -43.2% | +27.2% | -70.5% | -46.1% |
| 6M | -43.2% | +32.4% | -75.6% | -46.4% |
| YTD | +5.5% | +34.9% | -29.3% | -0.6% |
| 1Y | -1.6% | +52.4% | -54.0% | -9.1% |
| 3Y | +773.7% | +12.3% | +761.4% | +744.6% |
| 5Y | +187.6% | -30.8% | +218.4% | +193.8% |
| 10Y | -98.5% | +150.7% | -249.1% | -98.6% |
| All | -100.0% | +394.0% | -494.0% | -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