+64.9%
EL vs RCAT
-99.6%
+164.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.4% | +6.7% | +0.3% |
| 7D | +7.6% | -5.6% | +13.2% | +7.6% |
| 30D | +15.7% | -27.0% | +42.7% | +15.8% |
| 3M | +30.5% | -57.9% | +88.4% | +31.1% |
| 6M | +32.5% | -59.4% | +91.9% | +33.0% |
| YTD | +9.4% | -46.9% | +56.4% | +9.6% |
| 1Y | +28.4% | -54.0% | +82.4% | +28.5% |
| 3Y | +4.4% | +378.4% | -374.0% | +3.0% |
| 5Y | -64.5% | +61.9% | -126.4% | -64.9% |
| 10Y | +64.9% | -99.6% | +164.5% | +62.7% |
| All | +64.9% | -99.6% | +164.5% | +62.7% |
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 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