+23.7%
EXC vs RCAT
+762.9%
-739.2%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -1.1% |
| 7D | +0.3% | -1.4% | +1.7% | +0.3% |
| 30D | -3.7% | -3.3% | -0.4% | -3.7% |
| 3M | -1.3% | -43.2% | +41.9% | -1.7% |
| 6M | -9.7% | -43.2% | +33.5% | -9.9% |
| YTD | +2.9% | +5.5% | -2.7% | +3.3% |
| 1Y | +4.4% | -1.6% | +6.0% | +4.9% |
| All | +23.7% | +762.9% | -739.2% | +28.6% |
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