+30.9%
EMR vs RCAT
-56.5%
+87.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.4% | +5.3% | -0.5% |
| 7D | +0.7% | -5.6% | +6.3% | +1.0% |
| 30D | +3.5% | -27.0% | +30.6% | +6.4% |
| 3M | +5.9% | -57.9% | +63.8% | +14.8% |
| 6M | +19.4% | -59.4% | +78.8% | +27.8% |
| YTD | +27.7% | -46.9% | +74.6% | +25.9% |
| 1Y | +30.9% | -54.0% | +85.0% | +30.6% |
| All | +30.9% | -56.5% | +87.4% | +30.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling