+730.7%
EXPE vs RCAT
-100.0%
+830.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +18.6% | -23.5% | -4.9% |
| 7D | -9.3% | -12.7% | +3.4% | -9.3% |
| 30D | +0.1% | -34.3% | +34.5% | +0.3% |
| 3M | -15.3% | -53.4% | +38.1% | -15.1% |
| 6M | +5.5% | -62.0% | +67.4% | +5.7% |
| YTD | -8.0% | -49.1% | +41.1% | -7.9% |
| 1Y | +18.9% | -53.1% | +72.0% | +19.0% |
| 3Y | +135.5% | +318.7% | -183.1% | +133.7% |
| 5Y | +44.3% | +48.5% | -4.2% | +43.3% |
| 10Y | +117.7% | -99.6% | +217.4% | +113.0% |
| All | +730.7% | -100.0% | +830.7% | +770.0% |
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