+357.2%
ELF vs RCAT
-99.6%
+456.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.4% | +5.7% | -0.6% |
| 7D | +6.3% | -5.6% | +11.9% | +6.3% |
| 30D | +8.5% | -27.0% | +35.5% | +8.9% |
| 3M | +24.4% | -57.9% | +82.3% | +25.7% |
| 6M | +94.7% | -59.4% | +154.1% | +96.4% |
| YTD | +55.9% | -46.9% | +102.8% | +56.3% |
| 1Y | +48.4% | -54.0% | +102.5% | +49.0% |
| 3Y | +24.6% | +378.4% | -353.8% | +20.5% |
| 5Y | +285.0% | +61.9% | +223.1% | +274.2% |
| 10Y | +357.2% | -99.6% | +456.8% | +336.0% |
| All | +357.2% | -99.6% | +456.8% | +336.0% |
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