-18.6%
EWY vs RCAT
-64.7%
+46.2%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -8.3% | +6.6% | +1.0% |
| 7D | +10.4% | +15.6% | -5.1% | +4.9% |
| 30D | -12.7% | -24.1% | +11.4% | -6.0% |
| 3M | -17.3% | -61.9% | +44.5% | +6.9% |
| 6M | -18.6% | -64.3% | +45.8% | +2.8% |
| All | -18.6% | -64.7% | +46.2% | +2.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling