+12.5%
ELAN vs RCAT
-59.1%
+71.6%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -10.3% | +13.3% | +3.5% |
| 7D | +11.7% | -18.5% | +30.3% | +12.8% |
| 30D | +12.4% | -37.0% | +49.4% | +14.8% |
| 3M | -1.1% | -54.9% | +53.7% | +2.5% |
| 6M | +12.4% | -63.6% | +76.1% | +17.1% |
| YTD | +11.8% | -49.6% | +61.4% | +14.7% |
| 1Y | +12.5% | -57.8% | +70.3% | +16.8% |
| All | +12.5% | -59.1% | +71.6% | +16.8% |
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