+51.9%
ROK vs RCAT
+796.4%
-744.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.9% | -5.0% | -1.3% |
| 7D | +2.8% | +5.4% | -2.6% | +2.5% |
| 30D | -2.4% | -5.6% | +3.2% | -2.2% |
| 3M | -4.7% | -30.2% | +25.5% | -3.4% |
| 6M | +16.8% | -43.4% | +60.1% | +18.6% |
| YTD | +11.4% | +9.6% | +1.7% | +8.6% |
| 1Y | +26.2% | -2.0% | +28.1% | +22.4% |
| 3Y | +51.9% | +825.0% | -773.1% | +33.9% |
| All | +51.9% | +796.4% | -744.5% | +33.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling