-68.6%
EOSE vs RCAT
+184.3%
-252.8%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -6.5% | +3.0% | -2.0% |
| 7D | +15.0% | -2.3% | +17.2% | +15.5% |
| 30D | +2.5% | -18.7% | +21.2% | +7.4% |
| 3M | -33.7% | -29.3% | -4.4% | -28.6% |
| 6M | -32.7% | -42.3% | +9.6% | -26.1% |
| YTD | -63.8% | +2.5% | -66.3% | -65.0% |
| 1Y | -40.5% | -5.7% | -34.9% | -41.5% |
| 3Y | +50.4% | +764.9% | -714.5% | -4.9% |
| 5Y | -68.6% | +182.3% | -250.9% | -78.9% |
| All | -68.6% | +184.3% | -252.8% | -78.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling