+183.6%
ROP vs RCAT
-99.6%
+283.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +11.4% | -12.4% | -1.1% |
| 7D | -1.6% | +1.1% | -2.8% | -1.7% |
| 30D | +29.5% | -22.0% | +51.5% | +29.6% |
| 3M | +17.5% | -51.1% | +68.7% | +17.8% |
| 6M | +38.1% | -56.6% | +94.7% | +38.3% |
| YTD | +7.0% | -43.3% | +50.2% | +7.0% |
| 1Y | +6.5% | -51.5% | +58.0% | +6.5% |
| 3Y | -5.5% | +411.4% | -416.8% | -6.7% |
| 5Y | -0.4% | +74.4% | -74.8% | -1.6% |
| 10Y | +183.6% | -99.6% | +283.2% | +179.9% |
| All | +183.6% | -99.6% | +283.2% | +179.9% |
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