+559.3%
ROKU vs RCAT
-83.4%
+642.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.5% |
| 7D | -0.4% | -4.9% | +4.5% | -0.4% |
| 30D | +2.1% | -22.9% | +24.9% | +2.4% |
| 3M | +29.5% | -33.7% | +63.2% | +30.1% |
| 6M | +53.8% | -50.7% | +104.5% | +54.9% |
| YTD | +42.8% | +0.4% | +42.4% | +42.1% |
| 1Y | +60.7% | -27.6% | +88.4% | +60.3% |
| 3Y | +83.9% | +753.2% | -669.3% | +75.7% |
| 5Y | -52.8% | +183.3% | -236.1% | -54.7% |
| All | +559.3% | -83.4% | +642.7% | +416.8% |
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