+1,920.8%
ELV vs RCAT
-100.0%
+2,020.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.2% | -1.8% |
| 7D | +3.3% | -1.4% | +4.7% | +3.3% |
| 30D | +4.2% | -3.3% | +7.5% | +4.2% |
| 3M | -0.1% | -43.2% | +43.1% | 0.0% |
| 6M | +41.3% | -43.2% | +84.4% | +41.3% |
| YTD | +17.4% | +5.5% | +11.9% | +17.3% |
| 1Y | +35.1% | -1.6% | +36.7% | +34.9% |
| 3Y | -3.2% | +773.7% | -776.9% | -4.0% |
| 5Y | +15.6% | +187.6% | -172.0% | +14.8% |
| 10Y | +276.8% | -98.5% | +375.2% | +267.4% |
| All | +1,920.8% | -100.0% | +2,020.8% | +1,884.5% |
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