+0.3%
ES vs RCAT
-53.5%
+53.7%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +11.4% | -11.9% | -0.4% |
| 7D | -0.1% | +1.1% | -1.2% | +0.1% |
| 30D | +5.7% | -22.0% | +27.7% | +6.1% |
| 3M | -2.8% | -51.1% | +48.3% | -2.2% |
| 6M | +7.0% | -56.6% | +63.6% | +7.4% |
| YTD | +6.8% | -43.3% | +50.0% | +3.8% |
| All | +0.3% | -53.5% | +53.7% | -0.9% |
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