+56.8%
RGTI vs RCAT
+182.3%
-125.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +1.2% |
| 7D | +0.5% | -4.9% | +5.4% | +2.0% |
| 30D | -17.1% | -22.9% | +5.8% | -10.4% |
| 3M | -26.0% | -33.7% | +7.7% | -16.4% |
| 6M | -9.9% | -50.7% | +40.9% | +8.7% |
| YTD | -31.1% | +0.4% | -31.4% | -32.7% |
| 1Y | -8.5% | -27.6% | +19.1% | -1.7% |
| 3Y | +652.2% | +753.2% | -100.9% | +504.4% |
| All | +56.8% | +182.3% | -125.5% | +30.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling