+99.6%
RIO vs RCAT
+192.8%
-93.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.9% | -3.3% | +0.4% |
| 7D | +1.9% | +5.4% | -3.5% | +1.8% |
| 30D | +5.0% | -5.6% | +10.5% | +5.1% |
| 3M | +5.1% | -30.2% | +35.3% | +6.0% |
| 6M | +17.6% | -43.4% | +61.0% | +18.8% |
| YTD | +36.3% | +9.6% | +26.6% | +34.9% |
| 1Y | +71.2% | -2.0% | +73.2% | +69.3% |
| 3Y | +102.7% | +825.0% | -722.3% | +85.1% |
| 5Y | +99.6% | +199.8% | -100.2% | +84.9% |
| All | +99.6% | +192.8% | -93.2% | +84.9% |
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 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