+151.7%
ETR vs RCAT
+340.1%
-188.4%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +18.6% | -18.4% | 0.0% |
| 7D | +0.4% | -12.7% | +13.1% | +0.5% |
| 30D | +7.5% | -34.3% | +41.8% | +8.1% |
| 3M | +4.4% | -53.4% | +57.8% | +5.5% |
| 6M | -1.5% | -62.0% | +60.4% | -0.6% |
| YTD | +21.8% | -49.1% | +70.8% | +21.3% |
| 1Y | +18.4% | -53.1% | +71.5% | +18.0% |
| All | +151.7% | +340.1% | -188.4% | +145.1% |
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