+560.9%
EWZ vs RCAT
-100.0%
+660.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -14.9% | +13.4% | -1.5% |
| 7D | -4.2% | -32.6% | +28.4% | -4.1% |
| 30D | -26.1% | -46.3% | +20.2% | -26.1% |
| 3M | -12.0% | -60.7% | +48.6% | -12.0% |
| 6M | -19.3% | -67.4% | +48.1% | -19.2% |
| YTD | +0.9% | -57.1% | +58.0% | +1.0% |
| 1Y | +3.4% | -63.8% | +67.2% | +3.4% |
| 3Y | +18.6% | +268.1% | -249.5% | +18.5% |
| 5Y | +56.6% | +25.2% | +31.4% | +56.5% |
| 10Y | +50.3% | -99.7% | +150.0% | +52.5% |
| All | +560.9% | -100.0% | +660.9% | +571.5% |
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