+80.2%
ESI vs RCAT
+390.2%
-310.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +11.4% | -6.3% | +4.2% |
| 7D | -3.5% | +1.1% | -4.6% | -3.7% |
| 30D | -9.3% | -22.0% | +12.8% | -7.8% |
| 3M | -12.8% | -51.1% | +38.3% | -8.4% |
| 6M | -24.6% | -56.6% | +32.0% | -20.9% |
| YTD | +32.7% | -43.3% | +76.0% | +34.9% |
| 1Y | +20.3% | -51.5% | +71.8% | +23.0% |
| 3Y | +80.2% | +411.4% | -331.2% | +61.8% |
| All | +80.2% | +390.2% | -310.0% | +61.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling