+134.3%
ED vs RCAT
-99.6%
+233.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +11.4% | -11.5% | -0.1% |
| 7D | -0.1% | +1.1% | -1.2% | -0.1% |
| 30D | +11.6% | -22.0% | +33.6% | +11.6% |
| 3M | +10.5% | -51.1% | +61.7% | +10.6% |
| 6M | +13.2% | -56.6% | +69.8% | +13.2% |
| YTD | +22.1% | -43.3% | +65.4% | +22.1% |
| 1Y | +24.2% | -51.5% | +75.7% | +24.1% |
| 3Y | +46.9% | +411.4% | -364.5% | +46.0% |
| 5Y | +80.8% | +74.4% | +6.4% | +79.8% |
| 10Y | +134.3% | -99.6% | +233.8% | +134.0% |
| All | +134.3% | -99.6% | +233.8% | +134.0% |
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