+138.0%
EWJ vs RCAT
-98.5%
+236.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.5% | +5.5% | -0.9% |
| 7D | +1.0% | -2.3% | +3.3% | +1.0% |
| 30D | +1.0% | -18.7% | +19.7% | +1.1% |
| 3M | +7.2% | -29.3% | +36.5% | +7.4% |
| 6M | +13.9% | -42.3% | +56.2% | +14.0% |
| YTD | +20.8% | +2.5% | +18.3% | +20.6% |
| 1Y | +26.4% | -5.7% | +32.1% | +26.1% |
| 3Y | +71.8% | +764.9% | -693.1% | +69.5% |
| 5Y | +49.9% | +182.3% | -132.4% | +48.1% |
| All | +138.0% | -98.5% | +236.5% | +135.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling