+132.6%
RTX vs RCAT
+46.9%
+85.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +18.6% | -19.9% | -1.8% |
| 7D | -5.1% | -12.7% | +7.6% | -4.8% |
| 30D | +5.1% | -34.3% | +39.5% | +6.3% |
| 3M | -14.8% | -53.4% | +38.6% | -13.1% |
| 6M | +8.0% | -62.0% | +70.0% | +10.4% |
| YTD | +4.5% | -49.1% | +53.5% | +5.3% |
| 1Y | +9.8% | -53.1% | +63.0% | +10.8% |
| 3Y | +144.2% | +318.7% | -174.5% | +125.8% |
| All | +132.6% | +46.9% | +85.7% | +124.5% |
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