+537.2%
EXC vs RCAT
-100.0%
+637.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.3% |
| 6M | -9.7% | -43.2% | +33.5% | -9.7% |
| YTD | +2.9% | +5.5% | -2.7% | +2.9% |
| 1Y | +4.4% | -1.6% | +6.0% | +4.4% |
| 3Y | +22.2% | +773.7% | -751.5% | +22.1% |
| 5Y | +46.7% | +187.6% | -140.9% | +46.6% |
| 10Y | +155.3% | -98.5% | +253.8% | +156.7% |
| All | +537.2% | -100.0% | +637.2% | +537.3% |
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