+411.6%
ROIV vs RCAT
+46.9%
+364.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +18.6% | -12.5% | +5.2% |
| 7D | +5.3% | -12.7% | +18.1% | +5.9% |
| 30D | +11.9% | -34.3% | +46.2% | +14.0% |
| 3M | +10.7% | -53.4% | +64.1% | +14.5% |
| 6M | +34.9% | -62.0% | +96.9% | +39.9% |
| YTD | +79.2% | -49.1% | +128.2% | +82.3% |
| 1Y | +89.0% | -53.1% | +142.1% | +92.4% |
| 3Y | +337.3% | +318.7% | +18.7% | +294.8% |
| All | +411.6% | +46.9% | +364.7% | +309.8% |
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