+549.2%
EME vs RCAT
+184.3%
+364.9%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -6.5% | +4.1% | -2.0% |
| 7D | +2.7% | -2.3% | +5.0% | +2.9% |
| 30D | -6.8% | -18.7% | +11.9% | -5.7% |
| 3M | -8.8% | -29.3% | +20.4% | -7.3% |
| 6M | +5.0% | -42.3% | +47.3% | +6.9% |
| YTD | +23.5% | +2.5% | +21.0% | +21.1% |
| 1Y | +21.3% | -5.7% | +27.0% | +18.8% |
| 3Y | +241.1% | +764.9% | -523.8% | +214.9% |
| 5Y | +549.2% | +182.3% | +366.9% | +504.5% |
| All | +549.2% | +184.3% | +364.9% | +504.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling