+298.8%
ROIV vs RCAT
+1,059.3%
-760.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | +3.9% | +14.9% | +18.6% |
| 7D | +20.2% | +5.4% | +14.8% | +20.0% |
| 30D | +14.1% | -5.6% | +19.7% | +14.3% |
| 3M | +45.6% | -30.2% | +75.8% | +46.6% |
| 6M | +44.1% | -43.4% | +87.5% | +45.2% |
| YTD | +91.2% | +9.6% | +81.5% | +89.5% |
| 1Y | +221.3% | -2.0% | +223.3% | +218.1% |
| 3Y | +229.2% | +825.0% | -595.8% | +212.1% |
| 5Y | +316.5% | +199.8% | +116.6% | +295.3% |
| All | +298.8% | +1,059.3% | -760.5% | +268.9% |
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