+47.9%
RCAT vs EXEL
+281.2%
-233.4%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.2% | -2.2% | -3.0% |
| 7D | -5.9% | -0.8% | -5.1% | -5.5% |
| 30D | -19.7% | +13.1% | -32.8% | -22.8% |
| 3M | -62.9% | +36.3% | -99.2% | -66.7% |
| 6M | -59.6% | +34.5% | -94.1% | -63.8% |
| YTD | -52.1% | +57.4% | -109.5% | -60.0% |
| 1Y | -50.9% | +62.9% | -113.8% | -59.4% |
| 3Y | +333.8% | +229.5% | +104.3% | +176.2% |
| All | +47.9% | +281.2% | -233.4% | -16.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling