+4,044.4%
EW vs RCAT
-100.0%
+4,144.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +0.1% |
| 7D | -0.3% | -1.4% | +1.1% | -0.3% |
| 30D | +1.0% | -3.3% | +4.4% | +1.0% |
| 3M | +2.8% | -43.2% | +46.0% | +2.7% |
| 6M | +5.5% | -43.2% | +48.7% | +5.5% |
| YTD | +5.5% | +5.5% | -0.1% | +5.5% |
| 1Y | +11.0% | -1.6% | +12.7% | +11.1% |
| 3Y | +17.7% | +773.7% | -756.0% | +18.4% |
| 5Y | -25.7% | +187.6% | -213.4% | -25.3% |
| 10Y | +132.8% | -98.5% | +231.3% | +146.6% |
| All | +4,044.4% | -100.0% | +4,144.4% | +6,622.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling