+421.0%
EME vs RCAT
+68.2%
+352.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.9% | +1.4% | +3.2% |
| 7D | +4.3% | +7.2% | -2.9% | +3.7% |
| 30D | -14.4% | -20.4% | +6.0% | -13.2% |
| 3M | -18.3% | -59.8% | +41.4% | -13.6% |
| 6M | -28.3% | -61.9% | +33.5% | -24.7% |
| YTD | +9.2% | -45.9% | +55.1% | +11.3% |
| 1Y | +4.3% | -50.5% | +54.8% | +6.5% |
| 3Y | +218.6% | +387.5% | -168.9% | +207.5% |
| 5Y | +421.0% | +70.9% | +350.1% | +418.5% |
| All | +421.0% | +68.2% | +352.8% | +418.5% |
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