+1,563.8%
EAT vs RCAT
-100.0%
+1,663.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.6% | +0.6% |
| 7D | 0.0% | -1.4% | +1.4% | 0.0% |
| 30D | +1.9% | -3.3% | +5.2% | +1.9% |
| 3M | +68.7% | -43.2% | +111.9% | +68.8% |
| 6M | +66.9% | -43.2% | +110.1% | +67.0% |
| YTD | +60.4% | +5.5% | +54.9% | +60.3% |
| 1Y | +44.0% | -1.6% | +45.6% | +43.8% |
| 3Y | +604.7% | +773.7% | -169.0% | +600.6% |
| 5Y | +347.0% | +187.6% | +159.4% | +344.7% |
| 10Y | +390.8% | -98.5% | +489.2% | +388.1% |
| All | +1,563.8% | -100.0% | +1,663.8% | +1,511.2% |
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