-100.0%
RCAT vs EFV
+249.8%
-349.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +2.7% | +8.7% | +10.8% |
| 7D | +1.1% | +1.7% | -0.6% | +0.7% |
| 30D | -22.0% | +3.4% | -25.5% | -22.6% |
| 3M | -51.1% | -1.7% | -49.5% | -50.9% |
| 6M | -56.6% | +6.4% | -63.0% | -57.1% |
| YTD | -43.3% | +16.3% | -59.5% | -44.8% |
| 1Y | -51.5% | +22.9% | -74.4% | -53.3% |
| 3Y | +411.4% | +92.8% | +318.5% | +361.2% |
| 5Y | +74.4% | +93.5% | -19.1% | +57.0% |
| 10Y | -99.6% | +162.1% | -261.7% | -99.6% |
| All | -100.0% | +249.8% | -349.8% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling