+155.0%
ETSY vs RCAT
-99.5%
+254.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.0% | -4.7% | -6.7% |
| 7D | -8.5% | -1.4% | -7.1% | -8.5% |
| 30D | -10.9% | -3.3% | -7.5% | -10.9% |
| 3M | +14.1% | -43.2% | +57.3% | +14.4% |
| 6M | +37.5% | -43.2% | +80.7% | +37.7% |
| YTD | +38.0% | +5.5% | +32.5% | +37.7% |
| 1Y | +46.5% | -1.6% | +48.2% | +46.2% |
| 3Y | +2.5% | +773.7% | -771.2% | +0.9% |
| 5Y | -65.3% | +187.6% | -252.9% | -65.8% |
| 10Y | +451.6% | -98.5% | +550.1% | +503.8% |
| All | +155.0% | -99.5% | +254.5% | +235.8% |
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