+338.9%
EWJ vs RCAT
-100.0%
+438.9%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -8.3% | +7.6% | -0.7% |
| 7D | +3.6% | +15.6% | -11.9% | +3.6% |
| 30D | -6.0% | -24.1% | +18.1% | -6.0% |
| 3M | -6.5% | -61.9% | +55.4% | -6.4% |
| 6M | -0.1% | -64.3% | +64.2% | 0.0% |
| YTD | +13.9% | -50.4% | +64.3% | +13.9% |
| 1Y | +13.1% | -54.0% | +67.2% | +13.2% |
| 3Y | +65.0% | +347.2% | -282.1% | +64.8% |
| 5Y | +47.0% | +45.7% | +1.3% | +46.8% |
| 10Y | +125.5% | -99.7% | +225.2% | +126.0% |
| All | +338.9% | -100.0% | +438.9% | +315.6% |
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