+2,633.4%
RSG vs RCAT
-100.0%
+2,733.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -1.1% |
| 7D | +0.3% | -1.4% | +1.7% | +0.3% |
| 30D | +7.6% | -3.3% | +10.9% | +7.6% |
| 3M | +7.4% | -43.2% | +50.6% | +7.5% |
| 6M | -3.3% | -43.2% | +39.9% | -3.2% |
| YTD | +6.0% | +5.5% | +0.5% | +5.9% |
| 1Y | -3.7% | -1.6% | -2.0% | -3.8% |
| 3Y | +59.1% | +773.7% | -714.6% | +57.5% |
| 5Y | +89.0% | +187.6% | -98.6% | +87.3% |
| 10Y | +412.5% | -98.5% | +511.0% | +391.0% |
| All | +2,633.4% | -100.0% | +2,733.4% | +2,285.0% |
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