+224.6%
ESI vs RCAT
-99.9%
+324.5%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.0% | +4.9% | +3.0% |
| 7D | +3.3% | -1.4% | +4.7% | +3.3% |
| 30D | -5.9% | -3.3% | -2.5% | -5.9% |
| 3M | -14.1% | -43.2% | +29.1% | -13.9% |
| 6M | +6.6% | -43.2% | +49.7% | +6.8% |
| YTD | +45.0% | +5.5% | +39.5% | +44.8% |
| 1Y | +41.5% | -1.6% | +43.1% | +41.2% |
| 3Y | +78.8% | +773.7% | -694.9% | +76.6% |
| 5Y | +70.9% | +187.6% | -116.7% | +69.0% |
| 10Y | +317.1% | -98.5% | +415.5% | +316.1% |
| All | +224.6% | -99.9% | +324.5% | +216.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling