+39.7%
RIG vs RCAT
-59.1%
+98.9%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -10.3% | +2.7% | -6.7% |
| 7D | -18.8% | -18.5% | -0.2% | -17.3% |
| 30D | -1.1% | -37.0% | +35.9% | +2.9% |
| 3M | +4.4% | -54.9% | +59.3% | +11.7% |
| 6M | -20.8% | -63.6% | +42.9% | -14.4% |
| YTD | +32.0% | -49.6% | +81.5% | +30.9% |
| 1Y | +39.7% | -57.8% | +97.5% | +43.7% |
| All | +39.7% | -59.1% | +98.9% | +43.7% |
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