+21.2%
EXE vs RCAT
+331.8%
-310.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.4% | +4.3% | +0.9% |
| 7D | +5.3% | -5.9% | +11.3% | +5.5% |
| 30D | -2.2% | -19.7% | +17.5% | -1.7% |
| 3M | -5.9% | -62.9% | +57.0% | -3.3% |
| 6M | -5.7% | -59.6% | +53.9% | -3.8% |
| YTD | -17.8% | -52.1% | +34.2% | -17.6% |
| 1Y | -23.1% | -50.9% | +27.8% | -23.2% |
| 3Y | +21.2% | +333.8% | -312.6% | +7.1% |
| All | +21.2% | +331.8% | -310.6% | +7.1% |
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