+123.4%
EXPE vs RCAT
+347.2%
-223.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -8.3% | +8.8% | +0.9% |
| 7D | -4.2% | +15.6% | -19.8% | -5.2% |
| 30D | -4.5% | -24.1% | +19.6% | -3.4% |
| 3M | -19.7% | -61.9% | +42.2% | -15.5% |
| 6M | +18.3% | -64.3% | +82.6% | +23.7% |
| YTD | -7.3% | -50.4% | +43.1% | -6.4% |
| 1Y | -3.9% | -54.0% | +50.1% | -2.9% |
| All | +123.4% | +347.2% | -223.8% | +113.4% |
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