+151.4%
EXE vs RCAT
-25.0%
+176.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -8.3% | +8.0% | -0.1% |
| 7D | +3.6% | +15.6% | -12.0% | +3.1% |
| 30D | -4.3% | -24.1% | +19.8% | -3.8% |
| 3M | -7.7% | -61.9% | +54.2% | -5.7% |
| 6M | -7.2% | -64.3% | +57.1% | -5.5% |
| YTD | -18.5% | -50.4% | +31.9% | -18.3% |
| 1Y | -24.4% | -54.0% | +29.7% | -24.1% |
| 3Y | +21.6% | +347.2% | -325.6% | +13.3% |
| 5Y | +77.3% | +45.7% | +31.6% | +66.7% |
| All | +151.4% | -25.0% | +176.4% | +143.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling