-1.4%
ELV vs RCAT
+373.0%
-374.5%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -6.4% | +9.2% | +2.7% |
| 7D | +3.8% | -5.6% | +9.4% | +3.9% |
| 30D | +4.1% | -27.0% | +31.1% | +4.2% |
| 3M | +8.5% | -57.9% | +66.4% | +8.7% |
| 6M | +14.6% | -59.4% | +74.0% | +14.8% |
| YTD | +24.4% | -46.9% | +71.3% | +24.0% |
| 1Y | +44.2% | -54.0% | +98.3% | +43.8% |
| 3Y | -1.4% | +378.4% | -379.8% | -1.4% |
| All | -1.4% | +373.0% | -374.5% | -1.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling