-81.0%
EOSE vs RCAT
+212.8%
-293.8%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -3.4% | +9.0% | +6.1% |
| 7D | +9.8% | -5.9% | +15.7% | +11.1% |
| 30D | -2.1% | -19.7% | +17.6% | +1.4% |
| 3M | -54.1% | -62.9% | +8.8% | -45.6% |
| 6M | -76.9% | -59.6% | -17.4% | -73.1% |
| YTD | -83.3% | -52.1% | -31.3% | -81.4% |
| 1Y | -87.4% | -50.9% | -36.5% | -86.0% |
| 3Y | +61.9% | +333.8% | -271.9% | +25.2% |
| 5Y | -82.1% | +40.7% | -122.8% | -85.0% |
| All | -81.0% | +212.8% | -293.8% | -87.9% |
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 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