+91.1%
RSG vs RCAT
+184.3%
-93.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.5% | +6.9% | +0.4% |
| 7D | 0.0% | -2.3% | +2.3% | 0.0% |
| 30D | +3.7% | -18.7% | +22.4% | +3.7% |
| 3M | +6.2% | -29.3% | +35.4% | +6.3% |
| 6M | -2.8% | -42.3% | +39.5% | -2.6% |
| YTD | +5.9% | +2.5% | +3.4% | +5.3% |
| 1Y | -1.8% | -5.7% | +3.9% | -2.6% |
| 3Y | +57.5% | +764.9% | -707.4% | +46.7% |
| 5Y | +91.1% | +182.3% | -91.2% | +78.3% |
| All | +91.1% | +184.3% | -93.2% | +78.3% |
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