-27.9%
RIOT vs RCAT
-58.1%
+30.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.8% | +0.5% |
| 7D | +18.9% | +7.2% | +11.7% | +15.3% |
| 30D | +11.0% | -20.4% | +31.4% | +16.7% |
| 3M | -9.7% | -59.8% | +50.1% | +12.2% |
| 6M | -27.9% | -61.9% | +34.0% | -14.8% |
| All | -27.9% | -58.1% | +30.2% | -14.8% |
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