+311.1%
ROST vs RCAT
-99.8%
+410.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -8.3% | +6.6% | -1.6% |
| 7D | +0.9% | +15.6% | -14.7% | +0.8% |
| 30D | +5.1% | -24.1% | +29.2% | +5.2% |
| 3M | -4.3% | -61.9% | +57.6% | -4.0% |
| 6M | +9.4% | -64.3% | +73.7% | +9.7% |
| YTD | +32.5% | -50.4% | +82.9% | +32.6% |
| 1Y | +46.9% | -54.0% | +100.9% | +47.0% |
| 3Y | +98.1% | +347.2% | -249.1% | +96.4% |
| 5Y | +116.9% | +45.7% | +71.2% | +115.3% |
| All | +311.1% | -99.8% | +410.9% | +331.3% |
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 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