+56.0%
EWZ vs RCAT
+63.2%
-7.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.4% | +5.0% | -1.2% |
| 7D | +1.3% | -5.6% | +6.9% | +1.4% |
| 30D | -26.2% | -27.0% | +0.9% | -25.5% |
| 3M | -8.6% | -57.9% | +49.3% | -6.1% |
| 6M | -17.0% | -59.4% | +42.4% | -15.1% |
| YTD | +2.2% | -46.9% | +49.1% | +3.3% |
| 1Y | +2.7% | -54.0% | +56.7% | +4.0% |
| 3Y | +18.2% | +378.4% | -360.2% | +8.0% |
| 5Y | +56.0% | +61.9% | -5.9% | +50.4% |
| All | +56.0% | +63.2% | -7.2% | +50.4% |
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