+771.9%
RCAT vs EFV
+93.8%
+678.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -1.8% |
| 7D | -1.4% | +1.5% | -2.9% | -3.3% |
| 30D | -3.3% | +1.7% | -5.1% | -5.6% |
| 3M | -43.2% | +8.6% | -51.9% | -48.9% |
| 6M | -43.2% | +11.7% | -54.9% | -50.8% |
| YTD | +5.5% | +19.3% | -13.7% | -17.1% |
| 1Y | -1.6% | +30.2% | -31.9% | -30.2% |
| All | +771.9% | +93.8% | +678.1% | +354.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling