-61.5%
EOSE vs RCAT
+588.9%
-650.4%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -2.0% | +12.8% | +11.2% |
| 7D | +19.0% | -1.4% | +20.4% | +19.3% |
| 30D | +1.6% | -3.3% | +4.9% | +2.1% |
| 3M | -52.0% | -43.2% | -8.8% | -47.3% |
| 6M | -42.5% | -43.2% | +0.7% | -38.1% |
| YTD | -66.1% | +5.5% | -71.7% | -67.0% |
| 1Y | -47.1% | -1.6% | -45.5% | -48.0% |
| 3Y | +0.8% | +773.7% | -772.9% | -31.3% |
| 5Y | -71.7% | +187.6% | -259.3% | -79.5% |
| All | -61.5% | +588.9% | -650.4% | -78.6% |
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