+338.3%
ELF vs RCAT
-99.3%
+437.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +18.6% | -12.9% | +5.5% |
| 7D | +4.0% | -12.7% | +16.7% | +4.1% |
| 30D | +10.6% | -34.3% | +44.9% | +11.1% |
| 3M | +25.8% | -53.4% | +79.2% | +26.9% |
| 6M | +89.1% | -62.0% | +151.0% | +90.9% |
| YTD | +52.7% | -49.1% | +101.8% | +53.3% |
| 1Y | +51.7% | -53.1% | +104.9% | +52.3% |
| 3Y | +14.2% | +318.7% | -304.4% | +10.7% |
| 5Y | +270.7% | +48.5% | +222.2% | +261.0% |
| 10Y | +341.9% | -99.6% | +441.6% | +324.9% |
| All | +338.3% | -99.3% | +437.6% | +326.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling