+61.0%
RSP vs RCAT
+339.1%
-278.1%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +18.6% | -19.0% | -0.9% |
| 7D | -1.0% | -12.7% | +11.7% | -0.7% |
| 30D | +2.6% | -34.3% | +36.9% | +3.7% |
| 3M | -0.8% | -53.4% | +52.6% | +1.3% |
| 6M | +6.3% | -62.0% | +68.2% | +8.6% |
| YTD | +14.1% | -49.1% | +63.2% | +14.9% |
| 1Y | +18.0% | -53.1% | +71.1% | +18.8% |
| 3Y | +61.0% | +318.7% | -257.6% | +60.1% |
| All | +61.0% | +339.1% | -278.1% | +60.1% |
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