+49.6%
ED vs RCAT
+347.2%
-297.6%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -8.3% | +8.4% | 0.0% |
| 7D | -1.7% | +15.6% | -17.3% | -1.3% |
| 30D | +10.7% | -24.1% | +34.8% | +10.3% |
| 3M | +11.6% | -61.9% | +73.5% | +9.9% |
| 6M | +13.5% | -64.3% | +77.8% | +12.0% |
| YTD | +23.1% | -50.4% | +73.5% | +22.3% |
| 1Y | +23.1% | -54.0% | +77.1% | +22.3% |
| All | +49.6% | +347.2% | -297.6% | +46.1% |
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