+2,124.3%
RIO vs RCAT
-100.0%
+2,224.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.4% | +0.4% |
| 7D | 0.0% | -1.4% | +1.4% | 0.0% |
| 30D | +4.0% | -3.3% | +7.3% | +4.0% |
| 3M | +0.1% | -43.2% | +43.3% | +0.2% |
| 6M | +12.7% | -43.2% | +55.9% | +12.8% |
| YTD | +35.6% | +5.5% | +30.0% | +35.5% |
| 1Y | +73.7% | -1.6% | +75.3% | +73.6% |
| 3Y | +93.3% | +773.7% | -680.4% | +92.5% |
| 5Y | +92.4% | +187.6% | -95.2% | +91.7% |
| 10Y | +606.9% | -98.5% | +705.4% | +597.0% |
| All | +2,124.3% | -100.0% | +2,224.3% | +1,860.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling