+777.9%
EIX vs RCAT
-100.0%
+877.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +18.6% | -21.1% | -2.5% |
| 7D | +1.0% | -12.7% | +13.7% | +1.0% |
| 30D | +9.1% | -34.3% | +43.4% | +9.2% |
| 3M | -10.2% | -53.4% | +43.2% | -10.1% |
| 6M | -11.2% | -62.0% | +50.7% | -11.1% |
| YTD | +4.5% | -49.1% | +53.5% | +4.5% |
| 1Y | +10.9% | -53.1% | +64.0% | +10.9% |
| 3Y | +8.4% | +318.7% | -310.2% | +7.8% |
| 5Y | +18.0% | +48.5% | -30.6% | +17.4% |
| 10Y | +30.3% | -99.6% | +129.9% | +26.4% |
| All | +777.9% | -100.0% | +877.9% | +698.7% |
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