+39.2%
ESI vs RCAT
+1.5%
+37.7%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.9% | -3.3% | +0.1% |
| 7D | +5.4% | +5.4% | 0.0% | +4.7% |
| 30D | -4.2% | -5.6% | +1.4% | -3.8% |
| 3M | -9.6% | -30.2% | +20.6% | -6.9% |
| 6M | +18.3% | -43.4% | +61.7% | +22.5% |
| YTD | +45.8% | +9.6% | +36.2% | +35.2% |
| 1Y | +39.2% | -2.0% | +41.1% | +30.9% |
| All | +39.2% | +1.5% | +37.7% | +30.9% |
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