+39.5%
EXPE vs RCAT
+46.9%
-7.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +18.6% | -23.5% | -6.1% |
| 7D | -9.3% | -12.7% | +3.4% | -8.7% |
| 30D | +0.1% | -34.3% | +34.5% | +2.6% |
| 3M | -15.3% | -53.4% | +38.1% | -11.4% |
| 6M | +5.5% | -62.0% | +67.4% | +10.6% |
| YTD | -8.0% | -49.1% | +41.1% | -7.0% |
| 1Y | +18.9% | -53.1% | +72.0% | +20.3% |
| 3Y | +135.5% | +318.7% | -183.1% | +87.7% |
| All | +39.5% | +46.9% | -7.4% | +18.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling