+123.6%
EEM vs RCAT
-99.7%
+223.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.9% | +0.5% | +2.4% |
| 7D | +0.7% | +7.2% | -6.6% | +0.6% |
| 30D | -6.2% | -20.4% | +14.2% | -6.1% |
| 3M | -5.2% | -59.8% | +54.6% | -4.8% |
| 6M | -8.1% | -61.9% | +53.7% | -7.8% |
| YTD | +14.0% | -45.9% | +59.9% | +14.2% |
| 1Y | +13.8% | -50.5% | +64.3% | +14.0% |
| 3Y | +73.7% | +387.5% | -313.8% | +72.6% |
| 5Y | +34.6% | +70.9% | -36.4% | +33.8% |
| 10Y | +123.6% | -99.7% | +223.3% | +131.3% |
| All | +123.6% | -99.7% | +223.3% | +131.3% |
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 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