+578.6%
RVMD vs RCAT
+204.0%
+374.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.9% | -5.2% | -1.6% |
| 7D | -1.2% | +5.4% | -6.6% | -1.7% |
| 30D | +1.1% | -5.6% | +6.6% | +1.3% |
| 3M | +39.6% | -30.2% | +69.8% | +42.7% |
| 6M | +110.7% | -43.4% | +154.1% | +116.1% |
| YTD | +160.3% | +9.6% | +150.6% | +151.0% |
| 1Y | +404.9% | -2.0% | +406.9% | +382.6% |
| 3Y | +545.5% | +825.0% | -279.5% | +359.7% |
| All | +578.6% | +204.0% | +374.6% | +398.9% |
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