-0.1%
ES vs RCAT
-59.1%
+59.0%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -10.3% | +12.4% | +2.1% |
| 7D | +5.3% | -18.5% | +23.9% | +5.4% |
| 30D | +8.9% | -37.0% | +45.9% | +9.3% |
| 3M | -1.9% | -54.9% | +52.9% | -1.3% |
| 6M | +3.9% | -63.6% | +67.5% | +4.6% |
| YTD | +8.3% | -49.6% | +57.8% | +4.5% |
| 1Y | -0.1% | -57.8% | +57.7% | -1.4% |
| All | -0.1% | -59.1% | +59.0% | -1.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling