+22.1%
EWZ vs RCAT
+390.2%
-368.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +11.4% | -9.4% | +1.6% |
| 7D | +1.4% | +1.1% | +0.3% | +1.2% |
| 30D | -25.1% | -22.0% | -3.1% | -24.6% |
| 3M | -7.7% | -51.1% | +43.4% | -5.9% |
| 6M | -15.8% | -56.6% | +40.8% | -14.2% |
| YTD | +3.6% | -43.3% | +46.9% | +4.7% |
| 1Y | +5.5% | -51.5% | +57.0% | +6.7% |
| 3Y | +22.1% | +411.4% | -389.3% | +21.0% |
| All | +22.1% | +390.2% | -368.1% | +21.0% |
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