+144.5%
EXE vs RCAT
-14.3%
+158.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +11.4% | -9.8% | +1.3% |
| 7D | -3.9% | +1.1% | -5.0% | -4.0% |
| 30D | -2.6% | -22.0% | +19.4% | -2.1% |
| 3M | -6.9% | -51.1% | +44.3% | -5.5% |
| 6M | -9.3% | -56.6% | +47.3% | -8.0% |
| YTD | -20.7% | -43.3% | +22.5% | -20.7% |
| 1Y | -21.8% | -51.5% | +29.7% | -21.7% |
| 3Y | +16.2% | +411.4% | -395.2% | +8.0% |
| 5Y | +61.1% | +74.4% | -13.3% | +50.9% |
| All | +144.5% | -14.3% | +158.8% | +136.0% |
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