+1,171.8%
EMR vs RCAT
-100.0%
+1,271.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +11.4% | -7.0% | +4.4% |
| 7D | +2.1% | +1.1% | +1.0% | +2.1% |
| 30D | +4.8% | -22.0% | +26.8% | +4.8% |
| 3M | +7.5% | -51.1% | +58.6% | +7.6% |
| 6M | +20.9% | -56.6% | +77.5% | +21.0% |
| YTD | +29.2% | -43.3% | +72.4% | +29.2% |
| 1Y | +33.0% | -51.5% | +84.5% | +33.1% |
| 3Y | +109.8% | +411.4% | -301.6% | +108.8% |
| 5Y | +91.9% | +74.4% | +17.5% | +91.2% |
| 10Y | +301.5% | -99.6% | +401.1% | +294.3% |
| All | +1,171.8% | -100.0% | +1,271.8% | +1,072.6% |
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 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