+3.6%
EXE vs RCAT
-2.3%
+5.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -1.2% |
| 7D | -0.3% | -1.4% | +1.2% | -0.3% |
| 30D | +8.5% | -3.3% | +11.8% | +8.5% |
| 3M | +5.5% | -43.2% | +48.7% | +5.3% |
| 6M | -5.9% | -43.2% | +37.3% | -5.9% |
| YTD | -9.7% | +5.5% | -15.3% | -9.4% |
| 1Y | +3.6% | -1.6% | +5.2% | +6.9% |
| All | +3.6% | -2.3% | +5.9% | +6.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling