-67.1%
ETSY vs RCAT
+184.3%
-251.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.5% | +4.3% | -1.8% |
| 7D | -12.9% | -2.3% | -10.6% | -12.8% |
| 30D | -11.5% | -18.7% | +7.2% | -10.4% |
| 3M | +3.5% | -29.3% | +32.8% | +5.1% |
| 6M | +27.6% | -42.3% | +69.9% | +29.9% |
| YTD | +28.4% | +2.5% | +25.9% | +24.9% |
| 1Y | +27.1% | -5.7% | +32.8% | +22.7% |
| 3Y | +6.0% | +764.9% | -758.8% | -21.4% |
| 5Y | -67.1% | +182.3% | -249.4% | -74.7% |
| All | -67.1% | +184.3% | -251.4% | -74.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling