+1,017.7%
RRX vs RCAT
-100.0%
+1,117.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.4% | +1.1% | -2.3% |
| 7D | +4.3% | -5.9% | +10.3% | +4.4% |
| 30D | +12.3% | -19.7% | +32.0% | +12.4% |
| 3M | +3.7% | -62.9% | +66.5% | +3.9% |
| 6M | -13.9% | -59.6% | +45.7% | -13.8% |
| YTD | +26.5% | -52.1% | +78.5% | +26.6% |
| 1Y | +29.3% | -50.9% | +80.2% | +29.4% |
| 3Y | +65.6% | +333.8% | -268.2% | +65.0% |
| 5Y | +10.6% | +40.7% | -30.1% | +10.3% |
| 10Y | +202.9% | -99.8% | +302.6% | +201.8% |
| All | +1,017.7% | -100.0% | +1,117.7% | +1,091.1% |
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