+16.1%
EL vs RCAT
+1.5%
+14.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.9% | -6.0% | -2.3% |
| 7D | +1.7% | +5.4% | -3.7% | +1.4% |
| 30D | +15.5% | -5.6% | +21.1% | +15.6% |
| 3M | +20.6% | -30.2% | +50.8% | +22.3% |
| 6M | +10.5% | -43.4% | +53.9% | +12.1% |
| YTD | -1.9% | +9.6% | -11.5% | -7.4% |
| 1Y | +16.1% | -2.0% | +18.1% | +11.2% |
| All | +16.1% | +1.5% | +14.6% | +11.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling