+619.2%
RIO vs RCAT
-98.5%
+717.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.5% | +6.4% | -0.1% |
| 7D | +1.0% | -2.3% | +3.2% | +1.0% |
| 30D | +4.0% | -18.7% | +22.7% | +4.1% |
| 3M | +4.5% | -29.3% | +33.8% | +4.6% |
| 6M | +17.3% | -42.3% | +59.7% | +17.5% |
| YTD | +36.2% | +2.5% | +33.7% | +36.0% |
| 1Y | +76.1% | -5.7% | +81.8% | +75.9% |
| 3Y | +102.5% | +764.9% | -662.4% | +100.5% |
| 5Y | +103.5% | +182.3% | -78.8% | +101.6% |
| 10Y | +619.2% | -98.5% | +717.7% | +618.5% |
| All | +619.2% | -98.5% | +717.7% | +618.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling