-99.9%
RCAT vs EFV
+258.8%
-358.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -2.0% |
| 7D | -1.4% | +1.5% | -2.9% | -1.7% |
| 30D | -3.3% | +1.7% | -5.1% | -3.7% |
| 3M | -43.2% | +8.6% | -51.9% | -44.1% |
| 6M | -43.2% | +11.7% | -54.9% | -44.3% |
| YTD | +5.5% | +19.3% | -13.7% | +2.1% |
| 1Y | -1.6% | +30.2% | -31.9% | -6.2% |
| 3Y | +773.7% | +91.6% | +682.1% | +686.9% |
| 5Y | +187.6% | +96.4% | +91.2% | +157.7% |
| 10Y | -98.5% | +166.5% | -264.9% | -98.7% |
| All | -99.9% | +258.8% | -358.8% | -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