+245.4%
EQX vs RCAT
+262.3%
-16.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.9% | -5.2% | -1.4% |
| 7D | +3.8% | +5.4% | -1.6% | +3.7% |
| 30D | +9.4% | -5.6% | +15.0% | +9.4% |
| 3M | +16.8% | -30.2% | +47.1% | +17.3% |
| 6M | -23.7% | -43.4% | +19.7% | -23.3% |
| YTD | -9.6% | +9.6% | -19.2% | -9.7% |
| 1Y | +29.1% | -2.0% | +31.1% | +28.9% |
| 3Y | +175.3% | +825.0% | -649.7% | +168.1% |
| 5Y | +77.3% | +199.8% | -122.6% | +73.1% |
| All | +245.4% | +262.3% | -16.9% | +228.7% |
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