-29.6%
RIG vs RCAT
+796.4%
-826.0%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.9% | -5.4% | -1.8% |
| 7D | -2.7% | +5.4% | -8.1% | -3.1% |
| 30D | +9.5% | -5.6% | +15.1% | +9.8% |
| 3M | -6.6% | -30.2% | +23.6% | -4.9% |
| 6M | -2.9% | -43.4% | +40.5% | -0.7% |
| YTD | +39.5% | +9.6% | +29.8% | +34.9% |
| 1Y | +82.3% | -2.0% | +84.3% | +75.5% |
| 3Y | -29.6% | +825.0% | -854.6% | -41.9% |
| All | -29.6% | +796.4% | -826.0% | -41.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling