+731.5%
ED vs RCAT
-100.0%
+831.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +18.6% | -21.0% | -2.4% |
| 7D | +1.6% | -12.7% | +14.4% | +1.6% |
| 30D | +13.3% | -34.3% | +47.6% | +13.3% |
| 3M | +9.7% | -53.4% | +63.1% | +9.7% |
| 6M | +12.8% | -62.0% | +74.7% | +12.7% |
| YTD | +22.3% | -49.1% | +71.4% | +22.3% |
| 1Y | +26.3% | -53.1% | +79.4% | +26.3% |
| 3Y | +45.0% | +318.7% | -273.6% | +45.2% |
| 5Y | +80.2% | +48.5% | +31.7% | +80.4% |
| 10Y | +129.9% | -99.6% | +229.5% | +133.5% |
| All | +731.5% | -100.0% | +831.5% | +873.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling