+126.7%
EMB vs RCAT
-99.8%
+226.5%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.4% | +5.8% | -0.6% |
| 7D | +0.5% | -5.6% | +6.1% | +0.5% |
| 30D | +0.9% | -27.0% | +27.9% | +0.9% |
| 3M | -2.1% | -57.9% | +55.8% | -2.1% |
| 6M | -2.2% | -59.4% | +57.2% | -2.2% |
| YTD | -0.6% | -46.9% | +46.3% | -0.6% |
| 1Y | +0.2% | -54.0% | +54.3% | +0.2% |
| 3Y | +29.5% | +378.4% | -348.9% | +29.4% |
| 5Y | +8.0% | +61.9% | -53.9% | +7.9% |
| 10Y | +35.3% | -99.6% | +135.0% | +36.2% |
| All | +126.7% | -99.8% | +226.5% | +148.9% |
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