+230.2%
EWY vs RCAT
+796.4%
-566.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.9% | -3.3% | +0.3% |
| 7D | +8.0% | +5.4% | +2.6% | +7.6% |
| 30D | +14.3% | -5.6% | +19.9% | +14.6% |
| 3M | +2.3% | -30.2% | +32.5% | +4.1% |
| 6M | +49.9% | -43.4% | +93.2% | +53.0% |
| YTD | +95.3% | +9.6% | +85.7% | +93.2% |
| 1Y | +161.7% | -2.0% | +163.7% | +158.1% |
| 3Y | +230.2% | +825.0% | -594.8% | +214.3% |
| All | +230.2% | +796.4% | -566.2% | +214.3% |
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