+838.2%
ES vs RCAT
-100.0%
+938.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -14.9% | +16.9% | +2.1% |
| 7D | +5.9% | -32.6% | +38.5% | +6.0% |
| 30D | +10.2% | -46.3% | +56.5% | +10.3% |
| 3M | +0.4% | -60.7% | +61.1% | +0.5% |
| 6M | +6.9% | -67.4% | +74.2% | +7.0% |
| YTD | +10.5% | -57.1% | +67.6% | +10.6% |
| 1Y | +3.2% | -63.8% | +67.0% | +3.3% |
| 3Y | +49.0% | +268.1% | -219.1% | +48.4% |
| 5Y | +4.5% | +25.2% | -20.7% | +4.1% |
| 10Y | +92.3% | -99.7% | +192.0% | +88.3% |
| All | +838.2% | -100.0% | +938.2% | +758.2% |
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 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