+266.6%
EW vs RCAT
-99.8%
+366.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -8.3% | +8.3% | 0.0% |
| 7D | +4.9% | +15.6% | -10.6% | +4.9% |
| 30D | +24.1% | -24.1% | +48.2% | +24.2% |
| 3M | +13.7% | -61.9% | +75.6% | +14.1% |
| 6M | +32.7% | -64.3% | +97.0% | +33.1% |
| YTD | +24.1% | -50.4% | +74.5% | +24.2% |
| 1Y | +23.6% | -54.0% | +77.7% | +23.7% |
| 3Y | +64.8% | +347.2% | -282.4% | +62.6% |
| 5Y | -8.8% | +45.7% | -54.5% | -9.8% |
| All | +266.6% | -99.8% | +366.4% | +254.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling