+302.4%
ROIV vs RCAT
+472.0%
-169.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.3% | +1.5% |
| 7D | +9.5% | +7.2% | +2.2% | +9.2% |
| 30D | +21.0% | -20.4% | +41.4% | +21.6% |
| 3M | +18.7% | -59.8% | +78.5% | +21.4% |
| 6M | +44.5% | -61.9% | +106.4% | +47.3% |
| YTD | +92.9% | -45.9% | +138.8% | +94.5% |
| 1Y | +100.2% | -50.5% | +150.8% | +102.1% |
| 3Y | +375.0% | +387.5% | -12.5% | +357.8% |
| 5Y | +435.2% | +70.9% | +364.2% | +416.7% |
| All | +302.4% | +472.0% | -169.6% | +278.6% |
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