+12.4%
EIX vs RCAT
+347.2%
-334.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -8.3% | +8.4% | +0.3% |
| 7D | -1.5% | +15.6% | -17.0% | -1.8% |
| 30D | +8.1% | -24.1% | +32.2% | +8.6% |
| 3M | -12.1% | -61.9% | +49.7% | -10.7% |
| 6M | -13.4% | -64.3% | +50.9% | -12.2% |
| YTD | +5.6% | -50.4% | +56.0% | +5.3% |
| 1Y | +7.8% | -54.0% | +61.9% | +7.6% |
| All | +12.4% | +347.2% | -334.7% | +7.4% |
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