-14.6%
EW vs RCAT
+46.9%
-61.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +18.6% | -17.3% | +1.0% |
| 7D | +11.0% | -12.7% | +23.8% | +11.2% |
| 30D | +19.1% | -34.3% | +53.4% | +19.8% |
| 3M | +14.4% | -53.4% | +67.8% | +15.6% |
| 6M | +22.8% | -62.0% | +84.7% | +24.2% |
| YTD | +19.8% | -49.1% | +68.9% | +20.0% |
| 1Y | +23.9% | -53.1% | +77.0% | +24.1% |
| 3Y | +52.2% | +318.7% | -266.4% | +40.1% |
| All | -14.6% | +46.9% | -61.5% | -16.3% |
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 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