-100.0%
RCAT vs EXEL
+391.0%
-491.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.9% |
| 7D | +7.2% | -2.8% | +10.1% | +7.3% |
| 30D | -20.4% | +18.2% | -38.6% | -20.6% |
| 3M | -59.8% | +37.7% | -97.5% | -59.9% |
| 6M | -61.9% | +42.2% | -104.1% | -62.1% |
| YTD | -45.9% | +61.3% | -107.2% | -46.3% |
| 1Y | -50.5% | +64.5% | -115.0% | -50.9% |
| 3Y | +387.5% | +236.7% | +150.8% | +383.1% |
| 5Y | +70.9% | +296.3% | -225.4% | +69.5% |
| 10Y | -99.7% | +331.1% | -430.8% | -99.7% |
| All | -100.0% | +391.0% | -491.0% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling