-29.6%
RIOT vs RCAT
+184.3%
-213.9%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.5% | +5.6% | +0.5% |
| 7D | +18.4% | -2.3% | +20.7% | +19.0% |
| 30D | +13.8% | -18.7% | +32.5% | +18.4% |
| 3M | -12.7% | -29.3% | +16.5% | -7.4% |
| 6M | +50.1% | -42.3% | +92.5% | +61.7% |
| YTD | +74.2% | +2.5% | +71.7% | +65.5% |
| 1Y | +45.1% | -5.7% | +50.8% | +36.9% |
| 3Y | +101.6% | +764.9% | -663.3% | +15.6% |
| 5Y | -29.6% | +182.3% | -211.9% | -56.5% |
| All | -29.6% | +184.3% | -213.9% | -56.5% |
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