+2,263.8%
ROP vs RCAT
-100.0%
+2,363.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +18.6% | -21.6% | -2.9% |
| 7D | +2.1% | -12.7% | +14.9% | +2.2% |
| 30D | +32.9% | -34.3% | +67.2% | +33.0% |
| 3M | +20.0% | -53.4% | +73.4% | +20.1% |
| 6M | +36.4% | -62.0% | +98.4% | +36.5% |
| YTD | +7.8% | -49.1% | +56.9% | +7.8% |
| 1Y | +8.0% | -53.1% | +61.1% | +8.0% |
| 3Y | -3.5% | +318.7% | -322.1% | -4.0% |
| 5Y | +1.5% | +48.5% | -47.1% | +1.0% |
| 10Y | +198.5% | -99.6% | +298.1% | +192.8% |
| All | +2,263.8% | -100.0% | +2,363.8% | +2,142.8% |
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 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