+1,118.0%
EMR vs RCAT
-100.0%
+1,218.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +18.6% | -18.8% | -0.2% |
| 7D | -1.6% | -12.7% | +11.2% | -1.5% |
| 30D | +2.0% | -34.3% | +36.3% | +2.1% |
| 3M | +3.8% | -53.4% | +57.2% | +4.0% |
| 6M | +10.5% | -62.0% | +72.5% | +10.7% |
| YTD | +23.7% | -49.1% | +72.8% | +23.8% |
| 1Y | +25.4% | -53.1% | +78.5% | +25.5% |
| 3Y | +86.6% | +318.7% | -232.1% | +85.8% |
| 5Y | +83.0% | +48.5% | +34.5% | +82.4% |
| 10Y | +319.5% | -99.6% | +419.1% | +312.0% |
| All | +1,118.0% | -100.0% | +1,218.0% | +1,023.3% |
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