+1.8%
ES vs RCAT
-54.8%
+56.6%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.4% | +4.2% | +0.8% |
| 7D | +2.7% | -5.9% | +8.6% | +2.7% |
| 30D | +7.6% | -19.7% | +27.3% | +7.7% |
| 3M | +0.5% | -62.9% | +63.3% | +1.2% |
| 6M | +7.6% | -59.6% | +67.2% | +7.7% |
| YTD | +10.2% | -52.1% | +62.3% | +6.3% |
| 1Y | +1.8% | -50.9% | +52.7% | -3.2% |
| All | +1.8% | -54.8% | +56.6% | -3.2% |
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