+371.6%
EWJ vs RCAT
-100.0%
+471.6%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.4% | +0.4% |
| 7D | +2.5% | -1.4% | +3.9% | +2.5% |
| 30D | +3.3% | -3.3% | +6.6% | +3.3% |
| 3M | +5.0% | -43.2% | +48.2% | +5.0% |
| 6M | +11.5% | -43.2% | +54.7% | +11.6% |
| YTD | +22.4% | +5.5% | +16.8% | +22.3% |
| 1Y | +30.2% | -1.6% | +31.9% | +30.2% |
| 3Y | +72.8% | +773.7% | -700.9% | +72.5% |
| 5Y | +54.1% | +187.6% | -133.5% | +53.8% |
| 10Y | +140.6% | -98.5% | +239.1% | +141.2% |
| All | +371.6% | -100.0% | +471.6% | +346.2% |
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 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