+59.1%
ROK vs RCAT
+390.2%
-331.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +11.4% | -7.8% | +2.9% |
| 7D | -11.5% | +1.1% | -12.7% | -11.7% |
| 30D | -10.0% | -22.0% | +12.0% | -9.0% |
| 3M | -11.4% | -51.1% | +39.7% | -8.3% |
| 6M | -13.7% | -56.6% | +42.9% | -10.8% |
| YTD | +1.0% | -43.3% | +44.3% | +1.7% |
| 1Y | +5.6% | -51.5% | +57.2% | +6.8% |
| 3Y | +59.1% | +411.4% | -352.3% | +46.1% |
| All | +59.1% | +390.2% | -331.1% | +46.1% |
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