+4,481.6%
ETN vs RCAT
-100.0%
+4,581.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.9% | -1.1% | +2.7% |
| 7D | +8.0% | +5.4% | +2.6% | +8.0% |
| 30D | -5.9% | -5.6% | -0.3% | -5.9% |
| 3M | +5.0% | -30.2% | +35.2% | +5.0% |
| 6M | +22.4% | -43.4% | +65.8% | +22.5% |
| YTD | +33.6% | +9.6% | +24.0% | +33.6% |
| 1Y | +22.1% | -2.0% | +24.1% | +22.0% |
| 3Y | +85.6% | +825.0% | -739.4% | +84.8% |
| 5Y | +179.2% | +199.8% | -20.6% | +178.1% |
| 10Y | +687.3% | -98.4% | +785.7% | +675.0% |
| All | +4,481.6% | -100.0% | +4,581.6% | +4,178.6% |
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