+255.0%
ELF vs RCAT
+183.7%
+71.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.0% | +4.1% | +2.2% |
| 7D | +5.4% | -1.4% | +6.8% | +5.4% |
| 30D | +27.0% | -3.3% | +30.3% | +27.0% |
| 3M | +113.2% | -43.2% | +156.4% | +118.4% |
| 6M | +36.6% | -43.2% | +79.8% | +38.7% |
| YTD | +44.2% | +5.5% | +38.7% | +40.8% |
| 1Y | -18.0% | -1.6% | -16.3% | -20.0% |
| 3Y | -19.9% | +773.7% | -793.6% | -28.3% |
| All | +255.0% | +183.7% | +71.3% | +228.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling