+214.7%
ROL vs RCAT
-99.6%
+314.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.4% | +6.1% | -0.3% |
| 7D | +3.4% | -5.6% | +9.0% | +3.4% |
| 30D | +20.8% | -27.0% | +47.8% | +20.9% |
| 3M | +3.7% | -57.9% | +61.6% | +4.1% |
| 6M | -27.7% | -59.4% | +31.7% | -27.5% |
| YTD | -34.9% | -46.9% | +12.0% | -34.9% |
| 1Y | -33.3% | -54.0% | +20.7% | -33.3% |
| 3Y | +4.3% | +378.4% | -374.1% | +2.5% |
| 5Y | +15.0% | +61.9% | -47.0% | +13.3% |
| 10Y | +214.7% | -99.6% | +314.3% | +189.1% |
| All | +214.7% | -99.6% | +314.3% | +189.1% |
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 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