+120.8%
EXPE vs RCAT
+331.8%
-211.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.4% | +2.3% | -1.0% |
| 7D | -0.5% | -5.9% | +5.5% | -0.2% |
| 30D | -6.1% | -19.7% | +13.6% | -5.2% |
| 3M | -21.3% | -62.9% | +41.5% | -17.1% |
| 6M | +19.0% | -59.6% | +78.6% | +23.5% |
| YTD | -8.4% | -52.1% | +43.7% | -7.3% |
| 1Y | -2.8% | -50.9% | +48.1% | -2.2% |
| 3Y | +120.8% | +333.8% | -213.0% | +111.3% |
| All | +120.8% | +331.8% | -211.1% | +111.3% |
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