+19.6%
RRX vs RCAT
+192.8%
-173.2%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.9% | -3.3% | +0.2% |
| 7D | +4.3% | +5.4% | -1.1% | +3.8% |
| 30D | -8.0% | -5.6% | -2.4% | -7.7% |
| 3M | -22.0% | -30.2% | +8.2% | -20.2% |
| 6M | -11.9% | -43.4% | +31.5% | -9.5% |
| YTD | +17.1% | +9.6% | +7.5% | +13.0% |
| 1Y | +14.9% | -2.0% | +16.9% | +10.5% |
| 3Y | +6.9% | +825.0% | -818.1% | -18.3% |
| 5Y | +19.6% | +199.8% | -180.3% | -5.4% |
| All | +19.6% | +192.8% | -173.2% | -5.4% |
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