+776.2%
EL vs RCAT
-100.0%
+876.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +18.6% | -16.4% | +2.2% |
| 7D | +0.8% | -12.7% | +13.5% | +0.8% |
| 30D | +16.5% | -34.3% | +50.8% | +16.6% |
| 3M | +29.2% | -53.4% | +82.6% | +29.3% |
| 6M | +27.9% | -62.0% | +89.9% | +28.0% |
| YTD | +6.2% | -49.1% | +55.3% | +6.2% |
| 1Y | +27.2% | -53.1% | +80.3% | +27.2% |
| 3Y | +3.2% | +318.7% | -315.4% | +3.0% |
| 5Y | -66.0% | +48.5% | -114.5% | -66.0% |
| 10Y | +58.3% | -99.6% | +158.0% | +59.0% |
| All | +776.2% | -100.0% | +876.2% | +751.4% |
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