+11.5%
RRX vs RCAT
-2.3%
+13.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.1% | +0.4% |
| 7D | +3.4% | -1.4% | +4.9% | +3.6% |
| 30D | -11.1% | -3.3% | -7.8% | -10.9% |
| 3M | -23.7% | -43.2% | +19.5% | -20.2% |
| 6M | -22.0% | -43.2% | +21.2% | -19.6% |
| YTD | +16.5% | +5.5% | +10.9% | +9.6% |
| 1Y | +11.5% | -1.6% | +13.2% | +7.3% |
| All | +11.5% | -2.3% | +13.8% | +7.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling