+183.1%
ROP vs RCAT
-99.8%
+282.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -8.3% | +8.3% | +0.1% |
| 7D | -2.7% | +15.6% | -18.2% | -2.7% |
| 30D | +29.7% | -24.1% | +53.8% | +29.8% |
| 3M | +21.2% | -61.9% | +83.1% | +21.6% |
| 6M | +48.3% | -64.3% | +112.6% | +48.7% |
| YTD | +8.4% | -50.4% | +58.8% | +8.4% |
| 1Y | +6.0% | -54.0% | +60.0% | +6.0% |
| 3Y | -5.6% | +347.2% | -352.8% | -6.8% |
| 5Y | +1.3% | +45.7% | -44.5% | +0.1% |
| All | +183.1% | -99.8% | +282.9% | +178.2% |
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