+273.0%
ELF vs RCAT
+41.8%
+231.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -3.4% | +7.4% | +4.1% |
| 7D | +1.6% | -5.9% | +7.5% | +1.9% |
| 30D | +9.1% | -19.7% | +28.8% | +10.1% |
| 3M | +28.2% | -62.9% | +91.0% | +34.4% |
| 6M | +119.5% | -59.6% | +179.1% | +127.3% |
| YTD | +55.2% | -52.1% | +107.2% | +57.4% |
| 1Y | +58.6% | -50.9% | +109.5% | +60.2% |
| 3Y | +21.3% | +333.8% | -312.5% | +14.5% |
| All | +273.0% | +41.8% | +231.2% | +262.1% |
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