+1,040.2%
RRX vs RCAT
-100.0%
+1,140.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.4% | +6.0% | -0.4% |
| 7D | 0.0% | -5.6% | +5.6% | 0.0% |
| 30D | +9.0% | -27.0% | +36.1% | +9.1% |
| 3M | +4.0% | -57.9% | +61.9% | +4.2% |
| 6M | -15.7% | -59.4% | +43.7% | -15.6% |
| YTD | +29.0% | -46.9% | +75.9% | +29.1% |
| 1Y | +35.2% | -54.0% | +89.3% | +35.4% |
| 3Y | +67.7% | +378.4% | -310.7% | +67.1% |
| 5Y | +14.9% | +61.9% | -47.0% | +14.5% |
| 10Y | +216.8% | -99.6% | +316.4% | +215.6% |
| All | +1,040.2% | -100.0% | +1,140.2% | +1,114.8% |
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 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