+48.4%
RSP vs RCAT
+41.8%
+6.7%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.6% | +0.3% |
| 7D | +2.4% | -5.9% | +8.3% | +2.6% |
| 30D | +4.3% | -19.7% | +23.9% | +4.9% |
| 3M | -0.3% | -62.9% | +62.5% | +2.8% |
| 6M | +9.8% | -59.6% | +69.4% | +12.4% |
| YTD | +16.8% | -52.1% | +68.9% | +17.8% |
| 1Y | +19.5% | -50.9% | +70.4% | +20.1% |
| 3Y | +65.1% | +333.8% | -268.6% | +48.3% |
| All | +48.4% | +41.8% | +6.7% | +37.8% |
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