+854.3%
EEM vs RCAT
-99.9%
+954.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.0% | +3.8% | +1.8% |
| 7D | +2.3% | -1.4% | +3.7% | +2.3% |
| 30D | +4.5% | -3.3% | +7.9% | +4.5% |
| 3M | -0.1% | -43.2% | +43.2% | 0.0% |
| 6M | +16.9% | -43.2% | +60.1% | +17.0% |
| YTD | +26.2% | +5.5% | +20.7% | +26.2% |
| 1Y | +40.5% | -1.6% | +42.2% | +40.4% |
| 3Y | +86.2% | +773.7% | -687.5% | +85.4% |
| 5Y | +45.5% | +187.6% | -142.2% | +44.9% |
| 10Y | +128.6% | -98.5% | +227.1% | +126.4% |
| All | +854.3% | -99.9% | +954.1% | +796.3% |
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