+52.0%
ELF vs RCAT
-52.7%
+104.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.4% | +5.7% | -0.2% |
| 7D | +6.3% | -5.6% | +11.9% | +6.3% |
| 30D | +8.5% | -27.0% | +35.5% | +10.3% |
| 3M | +24.4% | -57.9% | +82.3% | +31.0% |
| 6M | +94.7% | -59.4% | +154.1% | +102.0% |
| YTD | +55.9% | -46.9% | +102.8% | +51.9% |
| All | +52.0% | -52.7% | +104.7% | +49.1% |
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