-5.5%
VIAV vs RCAT
-100.0%
+94.5%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.0% | +5.6% | +3.7% |
| 7D | -4.6% | -1.4% | -3.2% | -4.6% |
| 30D | -10.4% | -3.3% | -7.0% | -10.4% |
| 3M | -34.5% | -43.2% | +8.7% | -34.4% |
| 6M | +7.0% | -43.2% | +50.1% | +7.1% |
| YTD | +95.6% | +5.5% | +90.1% | +95.5% |
| 1Y | +197.2% | -1.6% | +198.8% | +196.9% |
| 3Y | +232.0% | +773.7% | -541.7% | +229.7% |
| 5Y | +102.2% | +187.6% | -85.4% | +100.9% |
| 10Y | +344.6% | -98.5% | +443.1% | +340.5% |
| All | -5.5% | -100.0% | +94.5% | -29.6% |
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