+111.6%
ROST vs RCAT
+192.8%
-81.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.9% | -4.5% | -0.7% |
| 7D | 0.0% | +5.4% | -5.4% | -0.1% |
| 30D | -10.2% | -5.6% | -4.6% | -10.1% |
| 3M | +1.0% | -30.2% | +31.2% | +1.7% |
| 6M | +8.7% | -43.4% | +52.1% | +9.5% |
| YTD | +27.8% | +9.6% | +18.2% | +26.0% |
| 1Y | +52.7% | -2.0% | +54.6% | +50.2% |
| 3Y | +97.5% | +825.0% | -727.5% | +79.1% |
| 5Y | +111.6% | +199.8% | -88.3% | +93.8% |
| All | +111.6% | +192.8% | -81.2% | +93.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling