+41.5%
ESI vs RCAT
-2.3%
+43.8%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.0% | +4.9% | +3.2% |
| 7D | +3.3% | -1.4% | +4.7% | +3.5% |
| 30D | -5.9% | -3.3% | -2.5% | -5.7% |
| 3M | -14.1% | -43.2% | +29.1% | -9.7% |
| 6M | +6.6% | -43.2% | +49.7% | +10.3% |
| YTD | +45.0% | +5.5% | +39.5% | +35.1% |
| 1Y | +41.5% | -1.6% | +43.1% | +34.0% |
| All | +41.5% | -2.3% | +43.8% | +34.0% |
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