+561.0%
ROKU vs RCAT
-81.9%
+642.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.9% | -4.0% | -0.2% |
| 7D | -0.1% | +5.4% | -5.5% | -0.2% |
| 30D | +1.5% | -5.6% | +7.0% | +1.5% |
| 3M | +25.7% | -30.2% | +55.9% | +26.2% |
| 6M | +54.5% | -43.4% | +97.9% | +55.2% |
| YTD | +43.2% | +9.6% | +33.5% | +42.3% |
| 1Y | +56.3% | -2.0% | +58.3% | +55.2% |
| 3Y | +86.1% | +825.0% | -738.9% | +77.6% |
| 5Y | -53.6% | +199.8% | -253.4% | -55.5% |
| All | +561.0% | -81.9% | +642.9% | +417.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling