+860.4%
EFX vs RCAT
-100.0%
+960.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.0% | -4.4% | -6.4% |
| 7D | -8.6% | -1.4% | -7.2% | -8.6% |
| 30D | +0.1% | -3.3% | +3.5% | +0.1% |
| 3M | +3.8% | -43.2% | +47.1% | +3.9% |
| 6M | -13.5% | -43.2% | +29.7% | -13.5% |
| YTD | -17.7% | +5.5% | -23.2% | -17.7% |
| 1Y | -25.6% | -1.6% | -23.9% | -25.6% |
| 3Y | -12.1% | +773.7% | -785.8% | -12.5% |
| 5Y | -33.8% | +187.6% | -221.4% | -34.1% |
| 10Y | +45.1% | -98.5% | +143.6% | +44.4% |
| All | +860.4% | -100.0% | +960.4% | +909.8% |
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