+1,142.0%
RSP vs RCAT
-99.9%
+1,242.0%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -8.3% | +7.4% | -0.9% |
| 7D | +1.8% | +15.6% | -13.8% | +1.7% |
| 30D | +3.5% | -24.1% | +27.6% | +3.5% |
| 3M | +0.2% | -61.9% | +62.1% | +0.3% |
| 6M | +9.1% | -64.3% | +73.4% | +9.3% |
| YTD | +16.6% | -50.4% | +67.0% | +16.6% |
| 1Y | +17.9% | -54.0% | +71.9% | +18.0% |
| 3Y | +64.6% | +347.2% | -282.6% | +64.0% |
| 5Y | +48.4% | +45.7% | +2.7% | +47.9% |
| 10Y | +212.9% | -99.7% | +312.7% | +210.8% |
| All | +1,142.0% | -99.9% | +1,242.0% | +1,188.3% |
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