-19.5%
RIO vs RCAT
-58.1%
+38.5%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.4% |
| 7D | +0.5% | +7.2% | -6.8% | -0.2% |
| 30D | -9.9% | -20.4% | +10.5% | -8.8% |
| 3M | -14.0% | -59.8% | +45.7% | -9.2% |
| 6M | -19.5% | -61.9% | +42.3% | -15.8% |
| All | -19.5% | -58.1% | +38.5% | -15.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling