-41.6%
ROKU vs RCAT
+50.7%
-92.3%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +18.6% | -18.6% | -1.3% |
| 7D | +3.5% | -12.7% | +16.2% | +4.3% |
| 30D | +5.1% | -34.3% | +39.4% | +8.0% |
| 3M | +7.0% | -53.4% | +60.4% | +12.5% |
| 6M | +25.4% | -62.0% | +87.4% | +32.3% |
| YTD | +48.0% | -49.1% | +97.0% | +50.4% |
| 1Y | +53.1% | -53.1% | +106.3% | +55.8% |
| 3Y | +92.7% | +318.7% | -226.0% | +50.0% |
| All | -41.6% | +50.7% | -92.3% | -51.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling