+76.1%
RIO vs RCAT
-7.9%
+84.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.5% | +6.4% | +0.4% |
| 7D | +1.0% | -2.3% | +3.2% | +1.1% |
| 30D | +4.0% | -18.7% | +22.7% | +5.5% |
| 3M | +4.5% | -29.3% | +33.8% | +6.5% |
| 6M | +17.3% | -42.3% | +59.7% | +20.3% |
| YTD | +36.2% | +2.5% | +33.7% | +33.4% |
| 1Y | +76.1% | -5.7% | +81.8% | +75.0% |
| All | +76.1% | -7.9% | +84.1% | +75.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling