-10.5%
EFX vs RCAT
+796.4%
-806.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +3.9% | -6.9% | -3.2% |
| 7D | -7.8% | +5.4% | -13.2% | -8.0% |
| 30D | -5.7% | -5.6% | -0.1% | -5.7% |
| 3M | +2.5% | -30.2% | +32.7% | +3.5% |
| 6M | -16.7% | -43.4% | +26.7% | -15.8% |
| YTD | -20.2% | +9.6% | -29.8% | -22.3% |
| 1Y | -31.4% | -2.0% | -29.4% | -33.6% |
| 3Y | -10.5% | +825.0% | -835.5% | -22.5% |
| All | -10.5% | +796.4% | -806.9% | -22.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling