-42.2%
RIG vs RCAT
-98.5%
+56.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.7% |
| 7D | -3.1% | -4.9% | +1.8% | -3.0% |
| 30D | -0.5% | -22.9% | +22.3% | -0.3% |
| 3M | -6.0% | -33.7% | +27.8% | -5.6% |
| 6M | -10.1% | -50.7% | +40.6% | -9.7% |
| YTD | +37.3% | +0.4% | +36.9% | +36.8% |
| 1Y | +73.9% | -27.6% | +101.6% | +73.6% |
| 3Y | -30.2% | +753.2% | -783.3% | -32.3% |
| 5Y | +62.5% | +183.3% | -120.8% | +58.0% |
| All | -42.2% | -98.5% | +56.3% | -47.1% |
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 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