+169.8%
RTX vs RCAT
+181.8%
-12.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | -0.6% |
| 7D | -5.2% | -1.4% | -3.7% | -5.1% |
| 30D | -9.4% | -3.3% | -6.0% | -9.3% |
| 3M | +12.3% | -43.2% | +55.5% | +13.8% |
| 6M | -3.1% | -43.2% | +40.1% | -2.3% |
| YTD | +10.7% | +5.5% | +5.1% | +9.5% |
| 1Y | +28.4% | -1.6% | +30.1% | +26.6% |
| 3Y | +147.1% | +773.7% | -626.6% | +125.6% |
| All | +169.8% | +181.8% | -12.1% | +149.2% |
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 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