+2.9%
ROK vs RCAT
-56.5%
+59.3%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -6.4% | +8.4% | +2.6% |
| 7D | -11.0% | -5.6% | -5.4% | -10.8% |
| 30D | -8.2% | -27.0% | +18.8% | -6.4% |
| 3M | -8.5% | -57.9% | +49.4% | -3.3% |
| 6M | -12.0% | -59.4% | +47.4% | -7.7% |
| YTD | +3.1% | -46.9% | +50.0% | +1.1% |
| 1Y | +2.9% | -54.0% | +56.9% | +1.9% |
| All | +2.9% | -56.5% | +59.3% | +1.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling