-7.2%
RKT vs RCAT
+192.8%
-199.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.9% | -5.7% | -2.0% |
| 7D | +6.0% | +5.4% | +0.6% | +5.6% |
| 30D | +0.7% | -5.6% | +6.2% | +0.9% |
| 3M | +11.8% | -30.2% | +42.0% | +13.7% |
| 6M | -7.6% | -43.4% | +35.8% | -5.8% |
| YTD | -28.7% | +9.6% | -38.3% | -30.0% |
| 1Y | -32.6% | -2.0% | -30.6% | -34.3% |
| 3Y | +42.1% | +825.0% | -782.9% | +15.3% |
| 5Y | -7.2% | +199.8% | -207.0% | -21.8% |
| All | -7.2% | +192.8% | -199.9% | -21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling