+687.9%
EWZ vs RCAT
-100.0%
+787.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | -0.7% |
| 7D | +6.5% | -1.4% | +7.9% | +6.5% |
| 30D | +4.8% | -3.3% | +8.2% | +4.8% |
| 3M | +9.9% | -43.2% | +53.1% | +9.9% |
| 6M | +1.9% | -43.2% | +45.1% | +2.0% |
| YTD | +20.3% | +5.5% | +14.8% | +20.3% |
| 1Y | +35.6% | -1.6% | +37.3% | +35.6% |
| 3Y | +43.4% | +773.7% | -730.3% | +43.2% |
| 5Y | +55.9% | +187.6% | -131.7% | +55.8% |
| 10Y | +84.2% | -98.5% | +182.6% | +86.8% |
| All | +687.9% | -100.0% | +787.9% | +700.0% |
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 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