-53.8%
RIOT vs RCAT
+68.2%
-122.0%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.8% | +0.7% |
| 7D | +18.9% | +7.2% | +11.7% | +16.8% |
| 30D | +11.0% | -20.4% | +31.4% | +16.2% |
| 3M | -9.7% | -59.8% | +50.1% | +8.8% |
| 6M | -27.9% | -61.9% | +34.0% | -14.2% |
| YTD | +44.3% | -45.9% | +90.2% | +55.5% |
| 1Y | +13.3% | -50.5% | +63.8% | +23.6% |
| 3Y | +76.4% | +387.5% | -311.1% | +6.5% |
| 5Y | -53.8% | +70.9% | -124.7% | -65.0% |
| All | -53.8% | +68.2% | -122.0% | -65.0% |
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