+217.2%
ROL vs RCAT
-99.7%
+317.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | +0.1% |
| 7D | +0.8% | +7.2% | -6.5% | +0.7% |
| 30D | +20.6% | -20.4% | +41.0% | +20.7% |
| 3M | +4.5% | -59.8% | +64.2% | +4.8% |
| 6M | -26.5% | -61.9% | +35.4% | -26.3% |
| YTD | -34.8% | -45.9% | +11.1% | -34.8% |
| 1Y | -33.2% | -50.5% | +17.3% | -33.2% |
| 3Y | +4.5% | +387.5% | -383.0% | +2.6% |
| 5Y | +15.5% | +70.9% | -55.4% | +13.8% |
| 10Y | +217.2% | -99.7% | +317.0% | +192.3% |
| All | +217.2% | -99.7% | +317.0% | +192.3% |
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