+69.3%
EAT vs RCAT
-54.8%
+124.0%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.4% | +3.8% | +0.5% |
| 7D | -4.0% | -5.9% | +2.0% | -3.7% |
| 30D | -2.9% | -19.7% | +16.8% | -2.0% |
| 3M | -16.9% | -62.9% | +46.0% | -13.2% |
| 6M | +57.0% | -59.6% | +116.5% | +59.8% |
| YTD | +38.2% | -52.1% | +90.3% | +37.7% |
| 1Y | +69.3% | -50.9% | +120.2% | +68.8% |
| All | +69.3% | -54.8% | +124.0% | +68.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling