+417.0%
RSG vs RCAT
-98.5%
+515.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.6% |
| 7D | -1.8% | -5.4% | +3.6% | -1.8% |
| 30D | +2.8% | -24.2% | +27.0% | +2.9% |
| 3M | +4.3% | -25.8% | +30.1% | +4.4% |
| 6M | -0.5% | -44.9% | +44.4% | -0.4% |
| YTD | +5.2% | +1.9% | +3.3% | +4.9% |
| 1Y | -2.1% | -5.2% | +3.0% | -2.5% |
| 3Y | +56.5% | +759.6% | -703.1% | +52.8% |
| 5Y | +89.5% | +187.5% | -98.0% | +85.4% |
| All | +417.0% | -98.5% | +515.5% | +367.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling