-99.8%
RCAT vs EXEL
+325.9%
-425.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -1.2% | -7.1% | -8.1% |
| 7D | +15.6% | +1.6% | +13.9% | +15.4% |
| 30D | -24.1% | +17.4% | -41.5% | -25.7% |
| 3M | -61.9% | +38.6% | -100.5% | -63.6% |
| 6M | -64.3% | +41.2% | -105.5% | -66.0% |
| YTD | -50.4% | +59.3% | -109.7% | -53.7% |
| 1Y | -54.0% | +60.2% | -114.3% | -57.1% |
| 3Y | +347.2% | +232.6% | +114.6% | +287.7% |
| 5Y | +45.7% | +285.9% | -240.1% | +24.9% |
| All | -99.8% | +325.9% | -425.7% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 10y: compounded portfolio wealth divided by compounded EXEL 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…
10y analysis · Full analysis span regression · 6 months rolling