+104.0%
ED vs RCAT
-98.4%
+202.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.9% | -3.0% | +0.9% |
| 7D | +0.5% | +5.4% | -4.9% | +0.5% |
| 30D | +1.1% | -5.6% | +6.7% | +1.1% |
| 3M | +4.6% | -30.2% | +34.9% | +4.7% |
| 6M | -2.0% | -43.4% | +41.4% | -1.9% |
| YTD | +11.7% | +9.6% | +2.0% | +11.6% |
| 1Y | +15.7% | -2.0% | +17.7% | +15.7% |
| 3Y | +34.4% | +825.0% | -790.6% | +33.5% |
| 5Y | +67.3% | +199.8% | -132.5% | +66.4% |
| 10Y | +104.0% | -98.4% | +202.4% | +99.3% |
| All | +104.0% | -98.4% | +202.4% | +99.3% |
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