-32.5%
EFX vs RCAT
-7.9%
-24.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.5% | +4.4% | -2.1% |
| 7D | -9.4% | -2.3% | -7.1% | -9.4% |
| 30D | -6.9% | -18.7% | +11.8% | -7.0% |
| 3M | +0.1% | -29.3% | +29.4% | +0.4% |
| 6M | -17.3% | -42.3% | +25.0% | -17.1% |
| YTD | -21.8% | +2.5% | -24.4% | -23.8% |
| 1Y | -32.5% | -5.7% | -26.9% | -36.3% |
| All | -32.5% | -7.9% | -24.6% | -36.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling