+136.7%
EWJ vs RCAT
-98.5%
+235.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.6% |
| 7D | -1.5% | -5.4% | +3.9% | -1.5% |
| 30D | +0.2% | -24.2% | +24.4% | +0.3% |
| 3M | +8.6% | -25.8% | +34.4% | +8.7% |
| 6M | +12.1% | -44.9% | +57.1% | +12.3% |
| YTD | +20.1% | +1.9% | +18.2% | +19.9% |
| 1Y | +25.2% | -5.2% | +30.3% | +24.9% |
| 3Y | +70.8% | +759.6% | -688.8% | +68.5% |
| 5Y | +49.2% | +187.5% | -138.4% | +47.4% |
| All | +136.7% | -98.5% | +235.2% | +133.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling