+60.2%
RIO vs RCAT
+390.2%
-330.0%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +11.4% | -8.2% | +2.8% |
| 7D | +4.4% | +1.1% | +3.3% | +4.2% |
| 30D | -8.9% | -22.0% | +13.2% | -8.2% |
| 3M | -12.7% | -51.1% | +38.5% | -10.7% |
| 6M | -16.2% | -56.6% | +40.4% | -14.4% |
| YTD | +13.4% | -43.3% | +56.7% | +14.9% |
| 1Y | +30.9% | -51.5% | +82.4% | +32.8% |
| 3Y | +60.2% | +411.4% | -351.2% | +54.8% |
| All | +60.2% | +390.2% | -330.0% | +54.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling