+57.8%
EWZ vs RCAT
+46.9%
+10.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +18.6% | -18.0% | 0.0% |
| 7D | -1.5% | -12.7% | +11.3% | -1.1% |
| 30D | -24.5% | -34.3% | +9.8% | -23.6% |
| 3M | -10.7% | -53.4% | +42.7% | -8.6% |
| 6M | -19.1% | -62.0% | +42.9% | -17.0% |
| YTD | +1.6% | -49.1% | +50.7% | +2.9% |
| 1Y | +4.3% | -53.1% | +57.4% | +5.6% |
| 3Y | +19.0% | +318.7% | -299.7% | +9.3% |
| All | +57.8% | +46.9% | +10.9% | +52.0% |
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 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