+177.9%
ROIV vs RCAT
-2.3%
+180.2%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.0% | +3.5% | +1.7% |
| 7D | +0.6% | -1.4% | +2.0% | +0.7% |
| 30D | +1.0% | -3.3% | +4.3% | +1.1% |
| 3M | +18.3% | -43.2% | +61.5% | +22.9% |
| 6M | +18.3% | -43.2% | +61.5% | +20.9% |
| YTD | +61.0% | +5.5% | +55.4% | +55.9% |
| 1Y | +177.9% | -1.6% | +179.5% | +162.1% |
| All | +177.9% | -2.3% | +180.2% | +162.1% |
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