+273.8%
ROIV vs RCAT
+438.7%
-164.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +18.6% | -12.5% | +5.6% |
| 7D | +5.3% | -12.7% | +18.1% | +5.6% |
| 30D | +11.9% | -34.3% | +46.2% | +13.0% |
| 3M | +10.7% | -53.4% | +64.1% | +12.8% |
| 6M | +34.9% | -62.0% | +96.9% | +37.6% |
| YTD | +79.2% | -49.1% | +128.2% | +81.0% |
| 1Y | +89.0% | -53.1% | +142.1% | +91.1% |
| 3Y | +337.3% | +318.7% | +18.7% | +322.6% |
| 5Y | +402.3% | +48.5% | +353.8% | +386.0% |
| All | +273.8% | +438.7% | -164.8% | +252.4% |
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