+286.6%
ELF vs RCAT
-99.8%
+386.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -8.3% | +4.1% | -4.1% |
| 7D | +3.4% | +15.6% | -12.2% | +3.1% |
| 30D | +5.0% | -24.1% | +29.1% | +5.3% |
| 3M | +22.6% | -61.9% | +84.4% | +24.0% |
| 6M | +104.0% | -64.3% | +168.3% | +106.1% |
| YTD | +49.3% | -50.4% | +99.7% | +49.8% |
| 1Y | +46.0% | -54.0% | +100.1% | +46.6% |
| 3Y | +19.4% | +347.2% | -327.8% | +15.8% |
| 5Y | +262.0% | +45.7% | +216.3% | +252.9% |
| All | +286.6% | -99.8% | +386.4% | +274.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling