-77.6%
RIG vs RCAT
-100.0%
+22.4%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.0% | -0.8% | -2.8% |
| 7D | +0.9% | -1.4% | +2.3% | +0.9% |
| 30D | +13.8% | -3.3% | +17.2% | +13.8% |
| 3M | -6.4% | -43.2% | +36.8% | -6.2% |
| 6M | -8.2% | -43.2% | +35.0% | -8.0% |
| YTD | +41.6% | +5.5% | +36.1% | +41.4% |
| 1Y | +88.7% | -1.6% | +90.4% | +88.3% |
| 3Y | -30.9% | +773.7% | -804.5% | -31.8% |
| 5Y | +57.7% | +187.6% | -129.9% | +55.7% |
| 10Y | -39.3% | -98.5% | +59.2% | -43.5% |
| All | -77.6% | -100.0% | +22.4% | -83.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling