+52.7%
EWJ vs RCAT
+192.8%
-140.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.9% | -4.2% | -0.4% |
| 7D | +2.9% | +5.4% | -2.5% | +2.7% |
| 30D | +1.1% | -5.6% | +6.7% | +1.2% |
| 3M | +7.1% | -30.2% | +37.3% | +8.0% |
| 6M | +16.2% | -43.4% | +59.6% | +17.2% |
| YTD | +22.0% | +9.6% | +12.3% | +20.5% |
| 1Y | +26.2% | -2.0% | +28.2% | +24.4% |
| 3Y | +73.5% | +825.0% | -751.5% | +60.6% |
| 5Y | +52.7% | +199.8% | -147.1% | +42.2% |
| All | +52.7% | +192.8% | -140.1% | +42.2% |
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