+59.9%
RIG vs RCAT
+184.3%
-124.3%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.5% | +5.6% | -0.4% |
| 7D | -8.2% | -2.3% | -5.9% | -8.1% |
| 30D | -0.2% | -18.7% | +18.5% | +1.2% |
| 3M | -2.7% | -29.3% | +26.5% | -0.9% |
| 6M | -7.5% | -42.3% | +34.9% | -5.3% |
| YTD | +38.3% | +2.5% | +35.7% | +34.0% |
| 1Y | +81.8% | -5.7% | +87.5% | +75.0% |
| 3Y | -30.2% | +764.9% | -795.1% | -47.4% |
| 5Y | +59.9% | +182.3% | -122.3% | +29.7% |
| All | +59.9% | +184.3% | -124.3% | +29.7% |
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