+7,069.1%
EME vs RCAT
-100.0%
+7,169.1%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.0% | +3.7% | +1.7% |
| 7D | +1.9% | -1.4% | +3.3% | +1.9% |
| 30D | -8.3% | -3.3% | -4.9% | -8.3% |
| 3M | -10.7% | -43.2% | +32.5% | -10.7% |
| 6M | +1.9% | -43.2% | +45.1% | +1.9% |
| YTD | +23.5% | +5.5% | +17.9% | +23.4% |
| 1Y | +18.0% | -1.6% | +19.6% | +17.9% |
| 3Y | +236.1% | +773.7% | -537.6% | +235.6% |
| 5Y | +527.9% | +187.6% | +340.2% | +527.0% |
| 10Y | +1,252.8% | -98.5% | +1,351.2% | +1,267.5% |
| All | +7,069.1% | -100.0% | +7,169.1% | +6,785.3% |
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