+7,194.4%
ROST vs RCAT
-100.0%
+7,294.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.4% | +7.3% | +0.8% |
| 7D | +3.2% | -5.6% | +8.8% | +3.2% |
| 30D | +7.4% | -27.0% | +34.5% | +7.5% |
| 3M | -6.1% | -57.9% | +51.8% | -6.0% |
| 6M | +6.2% | -59.4% | +65.6% | +6.3% |
| YTD | +33.4% | -46.9% | +80.4% | +33.5% |
| 1Y | +48.8% | -54.0% | +102.8% | +48.8% |
| 3Y | +99.5% | +378.4% | -278.9% | +99.3% |
| 5Y | +112.7% | +61.9% | +50.7% | +112.4% |
| 10Y | +316.4% | -99.6% | +416.1% | +320.0% |
| All | +7,194.4% | -100.0% | +7,294.4% | +7,694.7% |
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