+4,520.2%
ROL vs RCAT
-100.0%
+4,620.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -8.3% | +6.8% | -1.5% |
| 7D | -1.7% | +15.6% | -17.3% | -1.7% |
| 30D | +18.5% | -24.1% | +42.6% | +18.5% |
| 3M | +4.3% | -61.9% | +66.2% | +4.4% |
| 6M | -27.7% | -64.3% | +36.6% | -27.7% |
| YTD | -35.8% | -50.4% | +14.6% | -35.8% |
| 1Y | -34.1% | -54.0% | +19.9% | -34.1% |
| 3Y | +2.9% | +347.2% | -344.2% | +2.6% |
| 5Y | +12.7% | +45.7% | -33.0% | +12.4% |
| 10Y | +212.6% | -99.7% | +312.4% | +210.6% |
| All | +4,520.2% | -100.0% | +4,620.2% | +5,074.1% |
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 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