+2,039.1%
ELV vs RCAT
-100.0%
+2,139.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | 0.0% |
| 7D | -1.1% | +7.2% | -8.3% | -1.1% |
| 30D | +1.8% | -20.4% | +22.2% | +1.8% |
| 3M | +10.5% | -59.8% | +70.3% | +10.7% |
| 6M | +13.5% | -61.9% | +75.3% | +13.6% |
| YTD | +24.3% | -45.9% | +70.2% | +24.3% |
| 1Y | +38.9% | -50.5% | +89.5% | +39.0% |
| 3Y | -1.5% | +387.5% | -389.0% | -2.1% |
| 5Y | +7.3% | +70.9% | -63.6% | +6.6% |
| 10Y | +268.7% | -99.7% | +368.4% | +260.3% |
| All | +2,039.1% | -100.0% | +2,139.1% | +2,002.9% |
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