+147.4%
RTX vs RCAT
+41.8%
+105.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.4% | +3.5% | +0.2% |
| 7D | +4.8% | -5.9% | +10.7% | +4.9% |
| 30D | +6.5% | -19.7% | +26.2% | +7.0% |
| 3M | -9.6% | -62.9% | +53.2% | -7.2% |
| 6M | +12.3% | -59.6% | +71.9% | +14.6% |
| YTD | +9.5% | -52.1% | +61.5% | +10.5% |
| 1Y | +15.8% | -50.9% | +66.8% | +16.7% |
| 3Y | +157.0% | +333.8% | -176.8% | +137.1% |
| All | +147.4% | +41.8% | +105.7% | +134.6% |
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