+564.8%
EXC vs RCAT
-100.0%
+664.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.4% | +6.2% | -0.3% |
| 7D | +0.1% | -5.6% | +5.7% | +0.1% |
| 30D | +9.0% | -27.0% | +36.1% | +9.0% |
| 3M | +3.3% | -57.9% | +61.2% | +3.3% |
| 6M | +5.7% | -59.4% | +65.1% | +5.7% |
| YTD | +7.3% | -46.9% | +54.3% | +7.3% |
| 1Y | +2.9% | -54.0% | +57.0% | +2.9% |
| 3Y | +29.3% | +378.4% | -349.1% | +29.2% |
| 5Y | +40.1% | +61.9% | -21.9% | +39.9% |
| 10Y | +197.7% | -99.6% | +297.3% | +199.1% |
| All | +564.8% | -100.0% | +664.8% | +564.9% |
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