-1.6%
RCAT vs EFV
+30.7%
-32.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -1.7% |
| 7D | -1.4% | +1.5% | -2.9% | -4.0% |
| 30D | -3.3% | +1.7% | -5.1% | -6.4% |
| 3M | -43.2% | +8.6% | -51.9% | -50.9% |
| 6M | -43.2% | +11.7% | -54.8% | -54.6% |
| YTD | +5.5% | +19.3% | -13.7% | -38.2% |
| 1Y | -1.6% | +30.2% | -31.8% | -61.2% |
| All | -1.6% | +30.7% | -32.3% | -61.2% |
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