+48.2%
EWJ vs RCAT
+63.2%
-15.0%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.4% | +5.3% | -1.0% |
| 7D | -2.4% | -5.6% | +3.2% | -2.3% |
| 30D | -7.6% | -27.0% | +19.4% | -6.8% |
| 3M | -5.9% | -57.9% | +52.0% | -3.4% |
| 6M | -1.5% | -59.4% | +58.0% | +0.8% |
| YTD | +12.6% | -46.9% | +59.5% | +13.6% |
| 1Y | +12.7% | -54.0% | +66.7% | +13.9% |
| 3Y | +63.1% | +378.4% | -315.3% | +53.1% |
| 5Y | +48.2% | +61.9% | -13.7% | +44.2% |
| All | +48.2% | +63.2% | -15.0% | +44.2% |
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