+23.6%
EW vs RCAT
-50.7%
+74.3%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +1.7% |
| 7D | +6.5% | +7.2% | -0.8% | +6.4% |
| 30D | +22.5% | -20.4% | +42.9% | +22.6% |
| 3M | +13.0% | -59.8% | +72.7% | +13.6% |
| 6M | +37.1% | -61.9% | +99.0% | +37.9% |
| YTD | +24.1% | -45.9% | +70.0% | +23.9% |
| All | +23.6% | -50.7% | +74.3% | +23.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling