-11.7%
EQT vs RCAT
-49.8%
+38.1%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.5% | +5.6% | -0.8% |
| 7D | -2.0% | -2.3% | +0.3% | -2.0% |
| 30D | +1.0% | -18.7% | +19.7% | +1.2% |
| 3M | +4.0% | -29.3% | +33.3% | +4.4% |
| 6M | -11.7% | -42.3% | +30.6% | -10.1% |
| All | -11.7% | -49.8% | +38.1% | -10.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling