+57.6%
EWY vs RCAT
-50.7%
+108.2%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.9% | +4.3% | +5.8% |
| 7D | -2.8% | +7.2% | -10.1% | -4.3% |
| 30D | -13.1% | -20.4% | +7.3% | -9.9% |
| 3M | -11.6% | -59.8% | +48.1% | +2.1% |
| 6M | -23.4% | -61.9% | +38.5% | -12.1% |
| YTD | +52.0% | -45.9% | +97.9% | +67.3% |
| All | +57.6% | -50.7% | +108.2% | +72.8% |
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