+56.9%
RSG vs RCAT
+796.4%
-739.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.9% | -4.4% | -0.5% |
| 7D | -0.7% | +5.4% | -6.1% | -0.7% |
| 30D | +3.3% | -5.6% | +8.9% | +3.3% |
| 3M | +8.5% | -30.2% | +38.7% | +8.5% |
| 6M | -3.5% | -43.4% | +39.9% | -3.5% |
| YTD | +5.5% | +9.6% | -4.2% | +5.3% |
| 1Y | -1.7% | -2.0% | +0.2% | -2.0% |
| 3Y | +56.9% | +825.0% | -768.1% | +53.4% |
| All | +56.9% | +796.4% | -739.5% | +53.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling