+855.0%
EXPE vs RCAT
-99.9%
+954.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.3% | -1.7% |
| 7D | -9.5% | -1.4% | -8.1% | -9.5% |
| 30D | -6.6% | -3.3% | -3.3% | -6.6% |
| 3M | +31.4% | -43.2% | +74.6% | +31.6% |
| 6M | +35.2% | -43.2% | +78.4% | +35.3% |
| YTD | +5.8% | +5.5% | +0.3% | +5.7% |
| 1Y | +38.7% | -1.6% | +40.3% | +38.4% |
| 3Y | +175.8% | +773.7% | -597.9% | +173.0% |
| 5Y | +111.8% | +187.6% | -75.8% | +109.9% |
| 10Y | +179.7% | -98.5% | +278.2% | +173.0% |
| All | +855.0% | -99.9% | +954.9% | +898.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling