+7,134.8%
ROST vs RCAT
-100.0%
+7,234.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +11.4% | -8.8% | +2.6% |
| 7D | +2.8% | +1.1% | +1.7% | +2.8% |
| 30D | +6.6% | -22.0% | +28.6% | +6.6% |
| 3M | -7.0% | -51.1% | +44.2% | -6.9% |
| 6M | +5.4% | -56.6% | +62.0% | +5.4% |
| YTD | +32.4% | -43.3% | +75.6% | +32.4% |
| 1Y | +48.4% | -51.5% | +99.9% | +48.4% |
| 3Y | +99.5% | +411.4% | -311.9% | +99.2% |
| 5Y | +109.9% | +74.4% | +35.5% | +109.6% |
| 10Y | +315.5% | -99.6% | +415.1% | +319.1% |
| All | +7,134.8% | -100.0% | +7,234.8% | +7,630.7% |
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