+19.4%
ETN vs RCAT
-14.2%
+33.6%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.5% | +5.4% | +4.1% |
| 7D | +3.5% | -4.9% | +8.4% | +4.0% |
| 30D | -7.5% | -22.9% | +15.3% | -5.3% |
| 3M | +8.3% | -33.7% | +42.0% | +11.2% |
| 6M | +20.2% | -50.7% | +70.9% | +24.0% |
| YTD | +34.7% | +0.4% | +34.3% | +29.8% |
| 1Y | +19.4% | -27.6% | +47.1% | +19.3% |
| All | +19.4% | -14.2% | +33.6% | +19.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling