-26.3%
EW vs RCAT
+183.7%
-210.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +0.2% |
| 7D | -0.3% | -1.4% | +1.1% | -0.3% |
| 30D | +1.0% | -3.3% | +4.4% | +1.1% |
| 3M | +2.8% | -43.2% | +46.0% | +3.5% |
| 6M | +5.5% | -43.2% | +48.7% | +6.0% |
| YTD | +5.5% | +5.5% | -0.1% | +4.6% |
| 1Y | +11.0% | -1.6% | +12.7% | +9.8% |
| 3Y | +17.7% | +773.7% | -756.0% | +9.0% |
| All | -26.3% | +183.7% | -210.0% | -31.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling