+389.2%
ROIV vs RCAT
+41.8%
+347.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.4% | +2.3% | -1.0% |
| 7D | +1.7% | -5.9% | +7.6% | +2.0% |
| 30D | +17.6% | -19.7% | +37.2% | +18.6% |
| 3M | +9.0% | -62.9% | +71.8% | +13.9% |
| 6M | +35.3% | -59.6% | +94.9% | +39.9% |
| YTD | +82.2% | -52.1% | +134.2% | +85.8% |
| 1Y | +92.3% | -50.9% | +143.2% | +95.6% |
| 3Y | +336.8% | +333.8% | +3.0% | +297.2% |
| All | +389.2% | +41.8% | +347.4% | +272.3% |
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