+14.2%
ELF vs RCAT
+339.1%
-324.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +18.6% | -12.9% | +4.6% |
| 7D | +4.0% | -12.7% | +16.7% | +4.6% |
| 30D | +10.6% | -34.3% | +44.9% | +12.9% |
| 3M | +25.8% | -53.4% | +79.2% | +30.6% |
| 6M | +89.1% | -62.0% | +151.0% | +96.6% |
| YTD | +52.7% | -49.1% | +101.8% | +54.4% |
| 1Y | +51.7% | -53.1% | +104.9% | +53.5% |
| 3Y | +14.2% | +318.7% | -304.4% | +19.8% |
| All | +14.2% | +339.1% | -324.9% | +19.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling