-18.8%
RIG vs RCAT
+387.5%
-406.3%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.9% | +0.6% | +2.4% |
| 7D | -2.6% | +7.2% | -9.8% | -3.3% |
| 30D | -5.2% | -20.4% | +15.2% | -4.0% |
| 3M | -8.6% | -59.8% | +51.2% | -3.0% |
| 6M | -18.9% | -61.9% | +42.9% | -14.6% |
| YTD | +28.6% | -45.9% | +74.5% | +30.2% |
| 1Y | +25.5% | -50.5% | +76.1% | +27.4% |
| All | -18.8% | +387.5% | -406.3% | -30.3% |
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 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