-33.4%
ELAN vs RCAT
+81.1%
-114.6%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.9% | -6.0% | -2.2% |
| 7D | +0.3% | +5.4% | -5.1% | +0.2% |
| 30D | +8.4% | -5.6% | +14.0% | +8.4% |
| 3M | +1.2% | -30.2% | +31.4% | +1.5% |
| 6M | +2.6% | -43.4% | +46.0% | +3.0% |
| YTD | +5.9% | +9.6% | -3.7% | +5.4% |
| 1Y | +25.8% | -2.0% | +27.8% | +25.0% |
| 3Y | +106.8% | +825.0% | -718.2% | +99.3% |
| 5Y | -29.3% | +199.8% | -229.1% | -31.6% |
| All | -33.4% | +81.1% | -114.6% | -39.7% |
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 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