-3.9%
ELF vs RCAT
-59.1%
+55.2%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -10.3% | +12.2% | +2.8% |
| 7D | -1.5% | -18.5% | +17.0% | +0.2% |
| 30D | +9.5% | -37.0% | +46.5% | +13.9% |
| 3M | +29.4% | -54.9% | +84.2% | +38.1% |
| 6M | +83.7% | -63.6% | +147.4% | +96.3% |
| YTD | +49.4% | -49.6% | +99.0% | +37.4% |
| 1Y | -3.9% | -57.8% | +53.9% | -4.6% |
| All | -3.9% | -59.1% | +55.2% | -4.6% |
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