+25.7%
RDW vs RCAT
-14.2%
+39.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.8% | -1.4% |
| 7D | +0.9% | -4.9% | +5.8% | +4.1% |
| 30D | -21.3% | -22.9% | +1.6% | -8.0% |
| 3M | -37.9% | -33.7% | -4.1% | -20.5% |
| 6M | +12.3% | -50.7% | +63.0% | +63.7% |
| YTD | +39.7% | +0.4% | +39.4% | +30.4% |
| 1Y | +25.7% | -27.6% | +53.3% | +36.5% |
| All | +25.7% | -14.2% | +39.9% | +36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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