-31.5%
ELAN vs RCAT
+177.7%
-209.2%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +1.5% |
| 3M | 0.0% | -25.8% | +25.8% | +0.7% |
| 6M | -3.4% | -44.9% | +41.5% | -2.2% |
| YTD | +1.0% | +1.9% | -0.9% | -0.2% |
| 1Y | +24.7% | -5.2% | +29.9% | +22.3% |
| 3Y | +97.2% | +759.6% | -662.3% | +79.4% |
| 5Y | -31.5% | +187.5% | -219.1% | -36.7% |
| All | -31.5% | +177.7% | -209.2% | -36.7% |
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 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