+805.4%
RIOT vs RCAT
-98.3%
+903.6%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.0% | +5.1% | +3.2% |
| 7D | +14.8% | -1.4% | +16.2% | +14.9% |
| 30D | +1.4% | -3.3% | +4.7% | +1.4% |
| 3M | -20.6% | -43.2% | +22.6% | -19.5% |
| 6M | +31.9% | -43.2% | +75.1% | +33.4% |
| YTD | +72.1% | +5.5% | +66.5% | +71.2% |
| 1Y | +65.7% | -1.6% | +67.3% | +64.7% |
| 3Y | +97.5% | +773.7% | -676.2% | +85.4% |
| 5Y | -36.7% | +187.6% | -224.3% | -39.9% |
| 10Y | +550.1% | -98.5% | +648.6% | +571.8% |
| All | +805.4% | -98.3% | +903.6% | +862.4% |
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