+2.8%
RDW vs RCAT
+269.5%
-266.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -6.5% | +1.8% | -3.5% |
| 7D | +3.6% | -2.3% | +5.9% | +4.1% |
| 30D | -18.4% | -18.7% | +0.3% | -15.2% |
| 3M | -32.1% | -29.3% | -2.8% | -27.1% |
| 6M | +10.9% | -42.3% | +53.2% | +22.8% |
| YTD | +40.8% | +2.5% | +38.3% | +44.4% |
| 1Y | +31.1% | -5.7% | +36.8% | +35.8% |
| 3Y | +245.2% | +764.9% | -519.7% | +225.8% |
| 5Y | -16.7% | +182.3% | -199.0% | -20.9% |
| All | +2.8% | +269.5% | -266.8% | -1.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling