+31.2%
EL vs RCAT
-98.4%
+129.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.9% | -6.0% | -2.1% |
| 7D | +1.7% | +5.4% | -3.7% | +1.7% |
| 30D | +15.5% | -5.6% | +21.1% | +15.5% |
| 3M | +20.6% | -30.2% | +50.8% | +20.7% |
| 6M | +10.5% | -43.4% | +53.9% | +10.6% |
| YTD | -1.9% | +9.6% | -11.5% | -2.1% |
| 1Y | +16.1% | -2.0% | +18.1% | +15.8% |
| 3Y | -30.2% | +825.0% | -855.2% | -31.5% |
| 5Y | -67.4% | +199.8% | -267.2% | -67.9% |
| 10Y | +31.2% | -98.4% | +129.6% | +27.3% |
| All | +31.2% | -98.4% | +129.6% | +27.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling