+94.1%
ELAN vs RCAT
+733.0%
-638.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -2.9% |
| 7D | -6.4% | -5.4% | -1.0% | -6.2% |
| 30D | +0.6% | -24.2% | +24.8% | +1.4% |
| 3M | 0.0% | -25.8% | +25.8% | +0.7% |
| 6M | -3.4% | -44.9% | +41.5% | -2.3% |
| YTD | +1.0% | +1.9% | -0.9% | +0.2% |
| 1Y | +24.7% | -5.2% | +29.9% | +22.9% |
| All | +94.1% | +733.0% | -638.9% | +95.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling