+1,392.9%
EAT vs RCAT
-100.0%
+1,492.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +18.6% | -21.5% | -2.9% |
| 7D | -2.6% | -12.7% | +10.1% | -2.6% |
| 30D | +11.5% | -34.3% | +45.8% | +11.6% |
| 3M | -9.1% | -53.4% | +44.3% | -9.0% |
| 6M | +40.4% | -62.0% | +102.4% | +40.6% |
| YTD | +43.9% | -49.1% | +93.0% | +44.0% |
| 1Y | +101.9% | -53.1% | +155.1% | +102.1% |
| 3Y | +489.9% | +318.7% | +171.2% | +487.3% |
| 5Y | +362.6% | +48.5% | +314.1% | +360.9% |
| 10Y | +385.7% | -99.6% | +485.3% | +383.6% |
| All | +1,392.9% | -100.0% | +1,492.9% | +1,347.7% |
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