-57.8%
RCAT vs EFV
+25.8%
-83.6%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | +3.1% | -13.5% | -14.8% |
| 7D | -18.5% | +2.9% | -21.4% | -22.2% |
| 30D | -37.0% | +3.6% | -40.5% | -40.4% |
| 3M | -54.9% | -0.1% | -54.7% | -54.7% |
| 6M | -63.6% | +9.6% | -73.2% | -68.4% |
| YTD | -49.6% | +17.0% | -66.5% | -67.2% |
| 1Y | -57.8% | +25.7% | -83.5% | -76.4% |
| All | -57.8% | +25.8% | -83.6% | -76.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 1y: compounded portfolio wealth divided by compounded EFV 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…
1y analysis · Full analysis span regression · 6 months rolling