+97.6%
ET vs RCAT
+737.0%
-639.4%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +0.3% |
| 7D | +0.9% | -1.4% | +2.3% | +0.9% |
| 30D | +7.5% | -3.3% | +10.8% | +7.5% |
| 3M | +11.4% | -43.2% | +54.6% | +13.0% |
| 6M | +18.5% | -43.2% | +61.7% | +19.6% |
| YTD | +37.4% | +5.5% | +31.8% | +35.0% |
| 1Y | +30.9% | -1.6% | +32.6% | +27.9% |
| All | +97.6% | +737.0% | -639.4% | +87.5% |
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