+153.3%
EWY vs RCAT
+184.3%
-31.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.5% | +7.0% | +0.9% |
| 7D | +6.7% | -2.3% | +8.9% | +6.8% |
| 30D | +17.0% | -18.7% | +35.7% | +18.3% |
| 3M | +3.7% | -29.3% | +32.9% | +5.4% |
| 6M | +42.5% | -42.3% | +84.8% | +45.5% |
| YTD | +96.2% | +2.5% | +93.7% | +94.5% |
| 1Y | +160.4% | -5.7% | +166.0% | +156.9% |
| 3Y | +231.7% | +764.9% | -533.2% | +191.2% |
| 5Y | +153.3% | +182.3% | -29.0% | +125.5% |
| All | +153.3% | +184.3% | -31.0% | +125.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling