+197.5%
ECL vs RCAT
-99.8%
+297.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -8.3% | +7.2% | -1.1% |
| 7D | -0.5% | +15.6% | -16.0% | -0.5% |
| 30D | +6.6% | -24.1% | +30.7% | +6.7% |
| 3M | +9.6% | -61.9% | +71.5% | +10.1% |
| 6M | +21.6% | -64.3% | +85.9% | +22.0% |
| YTD | +16.9% | -50.4% | +67.3% | +17.0% |
| 1Y | +17.9% | -54.0% | +71.9% | +18.0% |
| 3Y | +76.5% | +347.2% | -270.7% | +73.9% |
| 5Y | +36.6% | +45.7% | -9.1% | +34.9% |
| All | +197.5% | -99.8% | +297.3% | +189.0% |
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