+706.7%
ETN vs RCAT
-98.5%
+805.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.5% | +5.4% | +4.0% |
| 7D | +3.5% | -4.9% | +8.4% | +3.6% |
| 30D | -7.5% | -22.9% | +15.3% | -7.4% |
| 3M | +8.3% | -33.7% | +42.0% | +8.5% |
| 6M | +20.2% | -50.7% | +70.9% | +20.5% |
| YTD | +34.7% | +0.4% | +34.3% | +34.5% |
| 1Y | +19.4% | -27.6% | +47.1% | +19.4% |
| 3Y | +85.5% | +753.2% | -667.7% | +84.1% |
| 5Y | +186.6% | +183.3% | +3.3% | +184.6% |
| All | +706.7% | -98.5% | +805.2% | +749.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling