-11.1%
RKT vs RCAT
-53.5%
+42.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +11.4% | -10.5% | -0.5% |
| 7D | +10.3% | +1.1% | +9.2% | +9.6% |
| 30D | +32.3% | -22.0% | +54.3% | +35.8% |
| 3M | +10.7% | -51.1% | +61.9% | +20.6% |
| 6M | -3.2% | -56.6% | +53.4% | +6.1% |
| YTD | -21.5% | -43.3% | +21.7% | -21.2% |
| All | -11.1% | -53.5% | +42.4% | -9.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling