+82.1%
EWT vs RCAT
-7.4%
+89.5%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.5% |
| 7D | -1.1% | -5.4% | +4.3% | -0.6% |
| 30D | +4.8% | -24.2% | +29.0% | +7.3% |
| 3M | +11.1% | -25.8% | +37.0% | +13.0% |
| 6M | +54.6% | -44.9% | +99.5% | +58.8% |
| YTD | +71.4% | +1.9% | +69.6% | +67.5% |
| 1Y | +82.1% | -5.2% | +87.3% | +81.7% |
| All | +82.1% | -7.4% | +89.5% | +81.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling