-37.7%
ROL vs RCAT
-44.6%
+6.9%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.4% | +0.3% |
| 7D | -1.4% | -1.4% | 0.0% | -1.5% |
| 30D | -4.1% | -3.3% | -0.7% | -4.1% |
| 3M | -22.5% | -43.2% | +20.7% | -23.6% |
| 6M | -37.7% | -43.2% | +5.5% | -37.8% |
| All | -37.7% | -44.6% | +6.9% | -37.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling