+196.7%
ETSY vs RCAT
-99.8%
+296.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.4% | +4.2% | +0.8% |
| 7D | -1.0% | -5.9% | +4.9% | -1.0% |
| 30D | +7.3% | -19.7% | +27.0% | +7.4% |
| 3M | +10.3% | -62.9% | +73.2% | +10.9% |
| 6M | +55.1% | -59.6% | +114.6% | +55.6% |
| YTD | +60.5% | -52.1% | +112.6% | +60.8% |
| 1Y | +52.2% | -50.9% | +103.1% | +52.4% |
| 3Y | +40.8% | +333.8% | -293.0% | +39.1% |
| 5Y | -67.3% | +40.7% | -108.0% | -67.6% |
| 10Y | +659.4% | -99.8% | +759.1% | +730.6% |
| All | +196.7% | -99.8% | +296.4% | +292.2% |
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