+164.5%
EWT vs RCAT
+387.5%
-223.0%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.9% | +3.9% | +5.7% |
| 7D | +3.2% | +7.2% | -4.0% | +2.7% |
| 30D | -12.3% | -20.4% | +8.1% | -11.4% |
| 3M | -3.6% | -59.8% | +56.1% | +0.9% |
| 6M | +3.1% | -61.9% | +65.0% | +7.5% |
| YTD | +57.7% | -45.9% | +103.6% | +60.6% |
| 1Y | +60.3% | -50.5% | +110.8% | +63.4% |
| All | +164.5% | +387.5% | -223.0% | +161.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling