+118.5%
EXPE vs RCAT
-99.6%
+218.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +11.4% | -11.4% | -0.2% |
| 7D | -13.3% | +1.1% | -14.4% | -13.4% |
| 30D | -5.5% | -22.0% | +16.5% | -5.3% |
| 3M | -16.5% | -51.1% | +34.7% | -15.9% |
| 6M | +13.1% | -56.6% | +69.7% | +13.8% |
| YTD | -8.0% | -43.3% | +35.3% | -7.9% |
| 1Y | +1.1% | -51.5% | +52.6% | +1.3% |
| 3Y | +131.2% | +411.4% | -280.2% | +124.7% |
| 5Y | +39.8% | +74.4% | -34.7% | +36.4% |
| 10Y | +118.5% | -99.6% | +218.0% | +103.1% |
| All | +118.5% | -99.6% | +218.0% | +103.1% |
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 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