+318.7%
RCAT vs EXEL
+231.1%
+87.5%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.6% | +1.3% | +17.4% | +18.2% |
| 7D | -12.7% | +0.3% | -13.0% | -12.5% |
| 30D | -34.3% | +19.0% | -53.4% | -38.3% |
| 3M | -53.4% | +33.3% | -86.7% | -58.2% |
| 6M | -62.0% | +42.9% | -104.8% | -66.9% |
| YTD | -49.1% | +58.7% | -107.8% | -58.0% |
| 1Y | -53.1% | +70.5% | -123.6% | -62.4% |
| 3Y | +318.7% | +233.8% | +84.8% | +171.0% |
| All | +318.7% | +231.1% | +87.5% | +171.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling