+627.6%
RIOT vs RCAT
-99.2%
+726.8%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.4% | +1.7% | -1.6% |
| 7D | +4.8% | -5.9% | +10.8% | +5.0% |
| 30D | +16.0% | -19.7% | +35.7% | +16.7% |
| 3M | -8.8% | -62.9% | +54.1% | -6.3% |
| 6M | -29.7% | -59.6% | +29.9% | -28.0% |
| YTD | +38.3% | -52.1% | +90.4% | +40.6% |
| 1Y | +26.2% | -50.9% | +77.1% | +28.2% |
| 3Y | +79.0% | +333.8% | -254.8% | +71.6% |
| 5Y | -60.4% | +40.7% | -101.1% | -61.5% |
| 10Y | +638.6% | -99.8% | +738.3% | +649.4% |
| All | +627.6% | -99.2% | +726.8% | +690.5% |
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 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