+389.7%
RCAT vs ESTC
+13.7%
+376.0%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | +7.2% | -2.6% | +9.9% | +8.8% |
| 30D | -20.4% | -8.6% | -11.8% | -17.6% |
| 3M | -59.8% | +14.4% | -74.1% | -62.1% |
| 6M | -61.9% | +73.3% | -135.2% | -68.7% |
| YTD | -45.9% | +15.7% | -61.6% | -50.3% |
| 1Y | -50.5% | -7.6% | -42.9% | -51.4% |
| All | +389.7% | +13.7% | +376.0% | +367.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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