+103.3%
EMR vs RCAT
+331.8%
-228.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.4% | +3.5% | +0.2% |
| 7D | +2.8% | -5.9% | +8.8% | +3.2% |
| 30D | +3.7% | -19.7% | +23.3% | +4.8% |
| 3M | +2.0% | -62.9% | +64.9% | +7.8% |
| 6M | +22.1% | -59.6% | +81.7% | +27.4% |
| YTD | +27.2% | -52.1% | +79.3% | +30.1% |
| 1Y | +32.0% | -50.9% | +82.9% | +34.5% |
| 3Y | +103.3% | +333.8% | -230.5% | +106.5% |
| All | +103.3% | +331.8% | -228.6% | +106.5% |
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 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