+1,707.7%
TRV vs RCAT
-100.0%
+1,807.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.4% | +3.4% | 0.0% |
| 7D | +2.0% | -5.9% | +8.0% | +2.0% |
| 30D | +6.7% | -19.7% | +26.4% | +6.8% |
| 3M | +9.4% | -62.9% | +72.2% | +9.5% |
| 6M | +37.7% | -59.6% | +97.3% | +37.9% |
| YTD | +40.6% | -52.1% | +92.7% | +40.6% |
| 1Y | +42.4% | -50.9% | +93.3% | +42.5% |
| 3Y | +148.1% | +333.8% | -185.7% | +146.6% |
| 5Y | +181.7% | +40.7% | +140.9% | +180.2% |
| 10Y | +352.6% | -99.8% | +452.3% | +342.5% |
| All | +1,707.7% | -100.0% | +1,807.7% | +1,614.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling