+877.5%
EME vs RCAT
-99.8%
+977.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.9% | -0.5% |
| 7D | +8.4% | -5.9% | +14.3% | +8.4% |
| 30D | -11.5% | -19.7% | +8.2% | -11.4% |
| 3M | -20.6% | -62.9% | +42.2% | -20.1% |
| 6M | -28.5% | -59.6% | +31.1% | -28.1% |
| YTD | +8.0% | -52.1% | +60.1% | +8.4% |
| 1Y | +6.8% | -50.9% | +57.7% | +7.1% |
| 3Y | +213.9% | +333.8% | -119.9% | +211.6% |
| 5Y | +414.8% | +40.7% | +374.1% | +411.7% |
| All | +877.5% | -99.8% | +977.3% | +928.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling