+314.5%
ELF vs RCAT
-99.4%
+413.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -14.9% | +11.5% | -3.1% |
| 7D | -2.7% | -32.6% | +29.8% | -2.3% |
| 30D | +6.9% | -46.3% | +53.2% | +7.7% |
| 3M | +27.2% | -60.7% | +87.9% | +28.6% |
| 6M | +84.9% | -67.4% | +152.2% | +87.0% |
| YTD | +44.5% | -57.1% | +101.5% | +45.3% |
| 1Y | -6.8% | -63.8% | +57.0% | -6.1% |
| 3Y | +14.2% | +268.1% | -253.9% | +10.9% |
| 5Y | +250.6% | +25.2% | +225.4% | +242.2% |
| 10Y | +318.0% | -99.7% | +417.7% | +302.8% |
| All | +314.5% | -99.4% | +413.9% | +304.3% |
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