+437.2%
RVMD vs RCAT
+57.4%
+379.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -8.3% | +5.9% | -1.6% |
| 7D | -0.7% | +15.6% | -16.3% | -2.2% |
| 30D | -6.4% | -24.1% | +17.7% | -4.3% |
| 3M | -14.1% | -61.9% | +47.8% | -6.6% |
| 6M | +21.0% | -64.3% | +85.3% | +30.5% |
| YTD | +121.4% | -50.4% | +171.8% | +127.5% |
| 1Y | +167.9% | -54.0% | +221.9% | +175.6% |
| 3Y | +794.7% | +347.2% | +447.6% | +519.7% |
| 5Y | +437.2% | +45.7% | +391.4% | +347.1% |
| All | +437.2% | +57.4% | +379.8% | +347.1% |
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