+17.9%
ETR vs RCAT
-56.5%
+74.4%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.4% | +6.4% | -0.1% |
| 7D | +2.6% | -5.6% | +8.2% | +2.5% |
| 30D | +8.7% | -27.0% | +35.7% | +8.4% |
| 3M | +6.4% | -57.9% | +64.3% | +5.7% |
| 6M | +0.7% | -59.4% | +60.1% | -0.2% |
| YTD | +23.0% | -46.9% | +70.0% | +18.6% |
| 1Y | +17.9% | -54.0% | +71.9% | +14.5% |
| All | +17.9% | -56.5% | +74.4% | +14.5% |
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 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