+91.2%
ROKU vs RCAT
+359.1%
-267.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +18.6% | -18.6% | -1.1% |
| 7D | +3.5% | -12.7% | +16.2% | +4.2% |
| 30D | +5.1% | -34.3% | +39.4% | +7.6% |
| 3M | +7.0% | -53.4% | +60.4% | +11.7% |
| 6M | +25.4% | -62.0% | +87.4% | +31.3% |
| YTD | +48.0% | -49.1% | +97.0% | +50.4% |
| 1Y | +53.1% | -53.1% | +106.3% | +55.7% |
| All | +91.2% | +359.1% | -267.9% | +78.1% |
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