+1,351.1%
EWY vs RCAT
-100.0%
+1,451.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.0% | +6.6% | +4.6% |
| 7D | +4.8% | -1.4% | +6.2% | +4.8% |
| 30D | +11.7% | -3.3% | +15.0% | +11.7% |
| 3M | -7.4% | -43.2% | +35.8% | -7.3% |
| 6M | +40.6% | -43.2% | +83.7% | +40.6% |
| YTD | +94.3% | +5.5% | +88.7% | +94.2% |
| 1Y | +164.3% | -1.6% | +165.9% | +164.2% |
| 3Y | +221.0% | +773.7% | -552.7% | +220.0% |
| 5Y | +139.1% | +187.6% | -48.5% | +138.5% |
| 10Y | +298.8% | -98.5% | +397.2% | +299.3% |
| All | +1,351.1% | -100.0% | +1,451.1% | +1,339.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling