+178.3%
TRV vs RCAT
+68.2%
+110.1%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.3% |
| 7D | -2.4% | +7.2% | -9.6% | -2.4% |
| 30D | +7.5% | -20.4% | +27.9% | +7.6% |
| 3M | +6.7% | -59.8% | +66.5% | +7.2% |
| 6M | +35.5% | -61.9% | +97.3% | +35.9% |
| YTD | +39.3% | -45.9% | +85.2% | +38.8% |
| 1Y | +41.8% | -50.5% | +92.3% | +41.3% |
| 3Y | +147.3% | +387.5% | -240.2% | +144.0% |
| 5Y | +178.3% | +70.9% | +107.4% | +177.0% |
| All | +178.3% | +68.2% | +110.1% | +177.0% |
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