+197.1%
ESI vs RCAT
-99.9%
+297.1%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +11.4% | -6.3% | +5.1% |
| 7D | -3.5% | +1.1% | -4.6% | -3.5% |
| 30D | -9.3% | -22.0% | +12.8% | -9.1% |
| 3M | -12.8% | -51.1% | +38.3% | -12.5% |
| 6M | -24.6% | -56.6% | +32.0% | -24.3% |
| YTD | +32.7% | -43.3% | +76.0% | +33.0% |
| 1Y | +20.3% | -51.5% | +71.8% | +20.6% |
| 3Y | +80.2% | +411.4% | -331.2% | +78.6% |
| 5Y | +40.0% | +74.4% | -34.5% | +38.9% |
| 10Y | +310.8% | -99.6% | +410.4% | +311.5% |
| All | +197.1% | -99.9% | +297.1% | +190.6% |
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