+307.9%
EWY vs RCAT
-98.5%
+406.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.5% | +7.0% | +0.5% |
| 7D | +6.7% | -2.3% | +8.9% | +6.7% |
| 30D | +17.0% | -18.7% | +35.7% | +17.1% |
| 3M | +3.7% | -29.3% | +32.9% | +3.9% |
| 6M | +42.5% | -42.3% | +84.8% | +42.8% |
| YTD | +96.2% | +2.5% | +93.7% | +96.0% |
| 1Y | +160.4% | -5.7% | +166.0% | +160.0% |
| 3Y | +231.7% | +764.9% | -533.2% | +227.4% |
| 5Y | +153.3% | +182.3% | -29.0% | +150.3% |
| All | +307.9% | -98.5% | +406.4% | +309.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling