+13.6%
ROL vs RCAT
+46.9%
-33.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +18.6% | -20.7% | -2.2% |
| 7D | +9.5% | -12.7% | +22.2% | +9.6% |
| 30D | +22.9% | -34.3% | +57.2% | +23.3% |
| 3M | +3.5% | -53.4% | +56.9% | +4.1% |
| 6M | -29.4% | -62.0% | +32.6% | -29.0% |
| YTD | -36.1% | -49.1% | +13.0% | -36.2% |
| 1Y | -34.4% | -53.1% | +18.8% | -34.5% |
| 3Y | +4.0% | +318.7% | -314.6% | -6.4% |
| All | +13.6% | +46.9% | -33.3% | +7.0% |
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