+381.4%
EAT vs RCAT
-98.5%
+479.9%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -6.5% | +3.3% | -3.2% |
| 7D | -6.8% | -2.3% | -4.5% | -6.8% |
| 30D | -5.4% | -18.7% | +13.3% | -5.2% |
| 3M | +42.8% | -29.3% | +72.0% | +43.1% |
| 6M | +56.5% | -42.3% | +98.8% | +56.9% |
| YTD | +50.0% | +2.5% | +47.5% | +49.5% |
| 1Y | +38.3% | -5.7% | +44.0% | +37.7% |
| 3Y | +591.6% | +764.9% | -173.2% | +573.4% |
| 5Y | +312.6% | +182.3% | +130.3% | +302.8% |
| 10Y | +381.4% | -98.5% | +479.9% | +363.9% |
| All | +381.4% | -98.5% | +479.9% | +363.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling