-25.7%
RKT vs RCAT
+755.8%
-781.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -6.5% | +3.7% | -2.5% |
| 7D | -1.0% | -2.3% | +1.3% | -0.9% |
| 30D | -2.4% | -18.7% | +16.3% | -1.7% |
| 3M | +1.9% | -29.3% | +31.2% | +2.9% |
| 6M | -13.9% | -42.3% | +28.5% | -12.8% |
| YTD | -30.6% | +2.5% | -33.2% | -31.2% |
| 1Y | -34.4% | -5.7% | -28.7% | -35.2% |
| 3Y | +38.2% | +764.9% | -726.7% | +24.5% |
| 5Y | -9.7% | +182.3% | -191.9% | -17.6% |
| All | -25.7% | +755.8% | -781.5% | -34.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling