+249.6%
EME vs RCAT
+796.4%
-546.8%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.9% | -1.4% | +2.2% |
| 7D | +5.2% | +5.4% | -0.2% | +4.7% |
| 30D | -5.4% | -5.6% | +0.2% | -5.1% |
| 3M | -6.1% | -30.2% | +24.1% | -4.1% |
| 6M | +9.7% | -43.4% | +53.0% | +12.3% |
| YTD | +26.6% | +9.6% | +16.9% | +22.5% |
| 1Y | +24.6% | -2.0% | +26.6% | +20.7% |
| 3Y | +249.6% | +825.0% | -575.4% | +227.9% |
| All | +249.6% | +796.4% | -546.8% | +227.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling