+736.0%
ED vs RCAT
-100.0%
+836.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -0.1% |
| 7D | -0.9% | +7.2% | -8.2% | -0.9% |
| 30D | +11.2% | -20.4% | +31.6% | +11.2% |
| 3M | +11.8% | -59.8% | +71.5% | +11.7% |
| 6M | +14.1% | -61.9% | +76.0% | +14.0% |
| YTD | +23.0% | -45.9% | +68.9% | +22.9% |
| 1Y | +23.7% | -50.5% | +74.2% | +23.6% |
| 3Y | +47.7% | +387.5% | -339.8% | +47.9% |
| 5Y | +82.6% | +70.9% | +11.7% | +82.8% |
| 10Y | +141.8% | -99.7% | +241.5% | +145.4% |
| All | +736.0% | -100.0% | +836.0% | +878.3% |
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 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