+252.1%
ROIV vs RCAT
+354.0%
-101.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -14.9% | +10.7% | -3.8% |
| 7D | -2.4% | -32.6% | +30.2% | -1.4% |
| 30D | +3.1% | -46.3% | +49.4% | +4.7% |
| 3M | +5.8% | -60.7% | +66.5% | +8.3% |
| 6M | +29.3% | -67.4% | +96.7% | +32.5% |
| YTD | +68.8% | -57.1% | +125.8% | +71.4% |
| 1Y | +81.0% | -63.8% | +144.8% | +84.2% |
| 3Y | +294.6% | +268.1% | +26.5% | +283.1% |
| 5Y | +373.1% | +25.2% | +347.9% | +360.0% |
| All | +252.1% | +354.0% | -101.9% | +233.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling