+1,267.2%
ETR vs RCAT
-100.0%
+1,367.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.4% | +6.4% | -0.1% |
| 7D | +2.6% | -5.6% | +8.2% | +2.6% |
| 30D | +8.7% | -27.0% | +35.7% | +8.7% |
| 3M | +6.4% | -57.9% | +64.3% | +6.5% |
| 6M | +0.7% | -59.4% | +60.1% | +0.8% |
| YTD | +23.0% | -46.9% | +70.0% | +23.1% |
| 1Y | +17.9% | -54.0% | +71.9% | +17.9% |
| 3Y | +154.9% | +378.4% | -223.5% | +154.0% |
| 5Y | +157.3% | +61.9% | +95.3% | +156.4% |
| 10Y | +373.4% | -99.6% | +473.0% | +370.3% |
| All | +1,267.2% | -100.0% | +1,367.2% | +1,282.3% |
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 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