-8.5%
RGTI vs RCAT
-14.2%
+5.7%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +1.6% |
| 7D | +0.5% | -4.9% | +5.4% | +3.3% |
| 30D | -17.1% | -22.9% | +5.8% | -4.1% |
| 3M | -26.0% | -33.7% | +7.7% | -8.0% |
| 6M | -9.9% | -50.7% | +40.9% | +24.9% |
| YTD | -31.1% | +0.4% | -31.4% | -46.3% |
| 1Y | -8.5% | -27.6% | +19.1% | +1.1% |
| All | -8.5% | -14.2% | +5.7% | +1.1% |
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