+24.9%
ESI vs RCAT
-59.1%
+84.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -10.3% | +5.7% | -3.2% |
| 7D | -6.6% | -18.5% | +12.0% | -4.0% |
| 30D | -10.9% | -37.0% | +26.0% | -5.6% |
| 3M | -13.8% | -54.9% | +41.0% | -5.1% |
| 6M | -21.5% | -63.6% | +42.1% | -12.9% |
| YTD | +34.7% | -49.6% | +84.2% | +33.6% |
| 1Y | +24.9% | -57.8% | +82.7% | +28.9% |
| All | +24.9% | -59.1% | +84.0% | +28.9% |
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