+46.0%
ELF vs RCAT
-54.8%
+100.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -8.3% | +4.1% | -3.5% |
| 7D | +3.4% | +15.6% | -12.2% | +2.1% |
| 30D | +5.0% | -24.1% | +29.1% | +6.5% |
| 3M | +22.6% | -61.9% | +84.4% | +30.1% |
| 6M | +104.0% | -64.3% | +168.3% | +114.0% |
| YTD | +49.3% | -50.4% | +99.7% | +46.4% |
| 1Y | +46.0% | -54.0% | +100.1% | +43.6% |
| All | +46.0% | -54.8% | +100.8% | +43.6% |
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