+141.3%
ED vs RCAT
-99.6%
+240.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.4% | +7.2% | +0.8% |
| 7D | +2.1% | -5.6% | +7.7% | +2.1% |
| 30D | +12.4% | -27.0% | +39.5% | +12.4% |
| 3M | +13.1% | -57.9% | +71.0% | +13.2% |
| 6M | +14.1% | -59.4% | +73.5% | +14.1% |
| YTD | +23.1% | -46.9% | +70.0% | +23.0% |
| 1Y | +25.4% | -54.0% | +79.5% | +25.4% |
| 3Y | +47.9% | +378.4% | -330.6% | +47.0% |
| 5Y | +81.9% | +61.9% | +19.9% | +80.9% |
| 10Y | +141.3% | -99.6% | +240.9% | +141.2% |
| All | +141.3% | -99.6% | +240.9% | +141.2% |
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 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