+103.3%
RIOT vs RCAT
+796.4%
-693.1%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.9% | -1.8% | +1.3% |
| 7D | +25.1% | +5.4% | +19.7% | +23.8% |
| 30D | +8.5% | -5.6% | +14.1% | +9.3% |
| 3M | -13.4% | -30.2% | +16.9% | -7.8% |
| 6M | +57.1% | -43.4% | +100.5% | +69.7% |
| YTD | +75.7% | +9.6% | +66.0% | +64.6% |
| 1Y | +65.6% | -2.0% | +67.6% | +55.1% |
| 3Y | +103.3% | +825.0% | -721.7% | +33.1% |
| All | +103.3% | +796.4% | -693.1% | +33.1% |
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