-47.9%
RIG vs RCAT
-99.8%
+51.9%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -3.4% | +7.6% | +4.2% |
| 7D | +5.7% | -5.9% | +11.7% | +5.8% |
| 30D | -0.7% | -19.7% | +18.9% | -0.5% |
| 3M | -3.1% | -62.9% | +59.7% | -2.2% |
| 6M | -16.3% | -59.6% | +43.3% | -15.7% |
| YTD | +34.1% | -52.1% | +86.2% | +34.7% |
| 1Y | +38.2% | -50.9% | +89.1% | +38.6% |
| 3Y | -15.3% | +333.8% | -349.1% | -17.3% |
| 5Y | +62.5% | +40.7% | +21.7% | +59.2% |
| All | -47.9% | -99.8% | +51.9% | -54.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling