+997.8%
EWT vs RCAT
-100.0%
+1,097.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.9% | +3.9% | +5.8% |
| 7D | +3.2% | +7.2% | -4.0% | +3.2% |
| 30D | -12.3% | -20.4% | +8.1% | -12.3% |
| 3M | -3.6% | -59.8% | +56.1% | -3.5% |
| 6M | +3.1% | -61.9% | +65.0% | +3.3% |
| YTD | +57.7% | -45.9% | +103.6% | +57.8% |
| 1Y | +60.3% | -50.5% | +110.8% | +60.4% |
| 3Y | +163.4% | +387.5% | -224.1% | +162.6% |
| 5Y | +127.4% | +70.9% | +56.5% | +126.9% |
| 10Y | +462.7% | -99.7% | +562.4% | +458.6% |
| All | +997.8% | -100.0% | +1,097.8% | +963.4% |
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