+1,127.7%
RSP vs RCAT
-99.9%
+1,227.6%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | -0.5% |
| 7D | -0.8% | -1.4% | +0.6% | -0.8% |
| 30D | -0.3% | -3.3% | +3.0% | -0.3% |
| 3M | +4.3% | -43.2% | +47.5% | +4.3% |
| 6M | +8.8% | -43.2% | +52.0% | +8.9% |
| YTD | +15.3% | +5.5% | +9.7% | +15.2% |
| 1Y | +18.3% | -1.6% | +19.9% | +18.2% |
| 3Y | +52.8% | +773.7% | -720.9% | +52.1% |
| 5Y | +51.7% | +187.6% | -135.9% | +51.1% |
| 10Y | +208.5% | -98.5% | +306.9% | +206.0% |
| All | +1,127.7% | -99.9% | +1,227.6% | +1,172.2% |
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