-66.0%
EL vs RCAT
+46.9%
-112.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +18.6% | -16.4% | +1.7% |
| 7D | +0.8% | -12.7% | +13.5% | +1.1% |
| 30D | +16.5% | -34.3% | +50.8% | +17.8% |
| 3M | +29.2% | -53.4% | +82.6% | +31.8% |
| 6M | +27.9% | -62.0% | +89.9% | +30.6% |
| YTD | +6.2% | -49.1% | +55.3% | +6.6% |
| 1Y | +27.2% | -53.1% | +80.3% | +27.7% |
| 3Y | +3.2% | +318.7% | -315.4% | -5.1% |
| All | -66.0% | +46.9% | -112.9% | -66.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling