+840.9%
EQT vs RCAT
-100.0%
+940.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.9% | -4.0% | -0.1% |
| 7D | -0.8% | +5.4% | -6.2% | -0.9% |
| 30D | +6.6% | -5.6% | +12.2% | +6.6% |
| 3M | +4.4% | -30.2% | +34.6% | +4.4% |
| 6M | -10.5% | -43.4% | +32.9% | -10.5% |
| YTD | +3.7% | +9.6% | -5.9% | +3.7% |
| 1Y | +9.9% | -2.0% | +11.8% | +9.8% |
| 3Y | +35.4% | +825.0% | -789.6% | +35.0% |
| 5Y | +189.2% | +199.8% | -10.6% | +188.4% |
| 10Y | +50.7% | -98.4% | +149.1% | +50.2% |
| All | +840.9% | -100.0% | +940.9% | +843.8% |
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