+53.9%
RIG vs RCAT
+68.2%
-14.3%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.9% | +0.6% | +2.4% |
| 7D | -2.6% | +7.2% | -9.8% | -3.2% |
| 30D | -5.2% | -20.4% | +15.2% | -4.0% |
| 3M | -8.6% | -59.8% | +51.2% | -3.2% |
| 6M | -18.9% | -61.9% | +42.9% | -14.7% |
| YTD | +28.6% | -45.9% | +74.5% | +30.3% |
| 1Y | +25.5% | -50.5% | +76.1% | +27.4% |
| 3Y | -20.2% | +387.5% | -407.7% | -33.7% |
| 5Y | +53.9% | +70.9% | -17.0% | +39.4% |
| All | +53.9% | +68.2% | -14.3% | +39.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling