+313.8%
ELF vs RCAT
-98.5%
+412.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.0% | +4.1% | +2.1% |
| 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% | +114.5% |
| 6M | +36.6% | -43.2% | +79.8% | +37.1% |
| YTD | +44.2% | +5.5% | +38.7% | +43.5% |
| 1Y | -18.0% | -1.6% | -16.3% | -18.5% |
| 3Y | -19.9% | +773.7% | -793.6% | -23.1% |
| 5Y | +257.7% | +187.6% | +70.1% | +245.1% |
| All | +313.8% | -98.5% | +412.4% | +299.2% |
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