+153.5%
ECL vs RCAT
-98.5%
+252.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +0.1% |
| 7D | -2.6% | -1.4% | -1.2% | -2.6% |
| 30D | -2.2% | -3.3% | +1.2% | -2.2% |
| 3M | +10.1% | -43.2% | +53.3% | +10.3% |
| 6M | -5.7% | -43.2% | +37.4% | -5.6% |
| YTD | +7.0% | +5.5% | +1.4% | +6.7% |
| 1Y | +2.7% | -1.6% | +4.3% | +2.4% |
| 3Y | +57.7% | +773.7% | -716.0% | +54.9% |
| 5Y | +31.1% | +187.6% | -156.5% | +29.0% |
| All | +153.5% | -98.5% | +252.0% | +140.9% |
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