+82.6%
ED vs RCAT
+41.8%
+40.8%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.4% | +4.8% | +1.3% |
| 7D | +2.1% | -5.9% | +8.0% | +2.0% |
| 30D | +10.4% | -19.7% | +30.1% | +10.2% |
| 3M | +12.5% | -62.9% | +75.4% | +11.5% |
| 6M | +14.9% | -59.6% | +74.5% | +14.1% |
| YTD | +24.8% | -52.1% | +76.9% | +24.1% |
| 1Y | +23.8% | -50.9% | +74.7% | +23.2% |
| 3Y | +51.6% | +333.8% | -282.1% | +45.2% |
| All | +82.6% | +41.8% | +40.8% | +77.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling