+4.7%
EMB vs RCAT
-7.9%
+12.6%
-4.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.5% | +6.3% | -0.1% |
| 7D | 0.0% | -2.3% | +2.3% | 0.0% |
| 30D | -0.3% | -18.7% | +18.4% | 0.0% |
| 3M | -0.3% | -29.3% | +29.0% | 0.0% |
| 6M | +0.7% | -42.3% | +43.1% | +1.1% |
| YTD | +1.3% | +2.5% | -1.3% | +0.9% |
| 1Y | +4.7% | -5.7% | +10.4% | +4.3% |
| All | +4.7% | -7.9% | +12.6% | +4.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling