+132.3%
EEM vs RCAT
-98.5%
+230.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.5% | +6.0% | -0.5% |
| 7D | +2.0% | -2.3% | +4.3% | +2.0% |
| 30D | +5.1% | -18.7% | +23.8% | +5.2% |
| 3M | +4.6% | -29.3% | +33.9% | +4.7% |
| 6M | +17.8% | -42.3% | +60.1% | +17.9% |
| YTD | +25.8% | +2.5% | +23.3% | +25.7% |
| 1Y | +36.4% | -5.7% | +42.1% | +36.2% |
| 3Y | +90.0% | +764.9% | -674.9% | +88.2% |
| 5Y | +46.6% | +182.3% | -135.7% | +45.3% |
| 10Y | +132.3% | -98.5% | +230.7% | +138.9% |
| All | +132.3% | -98.5% | +230.7% | +138.9% |
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