+236.1%
EW vs RCAT
-99.6%
+335.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.4% | +5.8% | -0.6% |
| 7D | +9.3% | -5.6% | +14.9% | +9.3% |
| 30D | +22.1% | -27.0% | +49.1% | +22.2% |
| 3M | +13.0% | -57.9% | +70.9% | +13.3% |
| 6M | +30.1% | -59.4% | +89.5% | +30.4% |
| YTD | +22.0% | -46.9% | +68.9% | +22.1% |
| 1Y | +23.7% | -54.0% | +77.7% | +23.8% |
| 3Y | +62.0% | +378.4% | -316.4% | +60.0% |
| 5Y | -12.4% | +61.9% | -74.4% | -13.3% |
| 10Y | +236.1% | -99.6% | +335.7% | +235.4% |
| All | +236.1% | -99.6% | +335.7% | +235.4% |
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