+354.9%
ROK vs RCAT
-98.5%
+453.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.5% | +5.8% | -0.7% |
| 7D | +0.2% | -2.3% | +2.5% | +0.2% |
| 30D | -1.8% | -18.7% | +16.9% | -1.7% |
| 3M | -7.2% | -29.3% | +22.1% | -7.0% |
| 6M | +14.2% | -42.3% | +56.5% | +14.4% |
| YTD | +10.6% | +2.5% | +8.0% | +10.3% |
| 1Y | +25.9% | -5.7% | +31.6% | +25.6% |
| 3Y | +50.8% | +764.9% | -714.1% | +48.5% |
| 5Y | +47.0% | +182.3% | -135.2% | +45.0% |
| 10Y | +354.9% | -98.5% | +453.4% | +358.6% |
| All | +354.9% | -98.5% | +453.4% | +358.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling