+50.0%
EXPE vs RCAT
-59.1%
+109.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -10.3% | +20.9% | +10.9% |
| 7D | +14.6% | -18.5% | +33.2% | +15.5% |
| 30D | +21.4% | -37.0% | +58.4% | +23.9% |
| 3M | +1.4% | -54.9% | +56.2% | +5.1% |
| 6M | +28.6% | -63.6% | +92.2% | +33.7% |
| YTD | +12.1% | -49.6% | +61.7% | +11.0% |
| 1Y | +50.0% | -57.8% | +107.8% | +54.7% |
| All | +50.0% | -59.1% | +109.2% | +54.7% |
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