+301.5%
ROST vs RCAT
-99.8%
+401.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.4% | +1.1% | -2.3% |
| 7D | +0.3% | -5.9% | +6.2% | +0.3% |
| 30D | +0.5% | -19.7% | +20.1% | +0.5% |
| 3M | -5.2% | -62.9% | +57.6% | -5.0% |
| 6M | +9.8% | -59.6% | +69.4% | +10.1% |
| YTD | +29.4% | -52.1% | +81.5% | +29.5% |
| 1Y | +44.4% | -50.9% | +95.3% | +44.4% |
| 3Y | +95.0% | +333.8% | -238.8% | +93.4% |
| 5Y | +111.9% | +40.7% | +71.1% | +110.3% |
| All | +301.5% | -99.8% | +401.3% | +321.2% |
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