+320.7%
ESI vs RCAT
-98.5%
+419.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.5% | +5.3% | -1.1% |
| 7D | +3.9% | -2.3% | +6.2% | +3.9% |
| 30D | -3.8% | -18.7% | +14.9% | -3.7% |
| 3M | -13.1% | -29.3% | +16.1% | -13.0% |
| 6M | +11.3% | -42.3% | +53.7% | +11.6% |
| YTD | +44.1% | +2.5% | +41.6% | +43.8% |
| 1Y | +40.3% | -5.7% | +46.0% | +40.0% |
| 3Y | +84.1% | +764.9% | -680.8% | +81.5% |
| 5Y | +75.8% | +182.3% | -106.5% | +73.5% |
| 10Y | +320.7% | -98.5% | +419.2% | +329.4% |
| All | +320.7% | -98.5% | +419.2% | +329.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling