+52.7%
ROST vs RCAT
-59.1%
+111.9%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -10.3% | +16.4% | +6.1% |
| 7D | +7.8% | -18.5% | +26.3% | +7.8% |
| 30D | +8.6% | -37.0% | +45.5% | +8.8% |
| 3M | -1.9% | -54.9% | +52.9% | -1.4% |
| 6M | +9.1% | -63.6% | +72.8% | +9.8% |
| YTD | +37.2% | -49.6% | +86.8% | +35.1% |
| 1Y | +52.7% | -57.8% | +110.5% | +52.3% |
| All | +52.7% | -59.1% | +111.9% | +52.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling