+77.8%
ECL vs RCAT
+339.1%
-261.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +18.6% | -20.3% | -1.9% |
| 7D | -0.8% | -12.7% | +12.0% | -0.6% |
| 30D | +8.1% | -34.3% | +42.4% | +8.6% |
| 3M | +6.4% | -53.4% | +59.8% | +7.1% |
| 6M | +14.8% | -62.0% | +76.7% | +15.6% |
| YTD | +15.5% | -49.1% | +64.5% | +15.3% |
| 1Y | +20.1% | -53.1% | +73.2% | +20.0% |
| 3Y | +77.8% | +318.7% | -240.9% | +84.7% |
| All | +77.8% | +339.1% | -261.4% | +84.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling