-98.4%
RCAT vs EXEL
+380.2%
-478.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.3% | +6.2% | +4.2% |
| 7D | +5.4% | +1.4% | +4.0% | +5.2% |
| 30D | -5.6% | +6.7% | -12.2% | -6.6% |
| 3M | -30.2% | +11.5% | -41.7% | -31.4% |
| 6M | -43.4% | +38.8% | -82.2% | -46.2% |
| YTD | +9.6% | +31.6% | -21.9% | +4.7% |
| 1Y | -2.0% | +53.0% | -55.0% | -8.3% |
| 3Y | +825.0% | +160.8% | +664.2% | +716.3% |
| 5Y | +199.8% | +190.1% | +9.7% | +160.9% |
| 10Y | -98.4% | +367.0% | -465.4% | -98.6% |
| All | -98.4% | +380.2% | -478.6% | -98.6% |
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