+3,015.1%
RSG vs RCAT
-100.0%
+3,115.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.4% | +3.4% | 0.0% |
| 7D | +2.5% | -5.9% | +8.4% | +2.5% |
| 30D | +12.7% | -19.7% | +32.4% | +12.8% |
| 3M | +17.9% | -62.9% | +80.8% | +18.2% |
| 6M | +25.0% | -59.6% | +84.6% | +25.1% |
| YTD | +20.8% | -52.1% | +72.9% | +20.8% |
| 1Y | +24.3% | -50.9% | +75.2% | +24.3% |
| 3Y | +65.3% | +333.8% | -268.5% | +63.9% |
| 5Y | +99.1% | +40.7% | +58.3% | +97.6% |
| 10Y | +452.4% | -99.8% | +552.1% | +431.1% |
| All | +3,015.1% | -100.0% | +3,115.1% | +2,622.2% |
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