-100.0%
RCAT vs EXEL
+309.8%
-409.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -2.0% |
| 7D | -1.4% | +8.4% | -9.8% | -1.5% |
| 30D | -3.3% | +4.1% | -7.4% | -3.4% |
| 3M | -43.2% | +12.4% | -55.6% | -43.3% |
| 6M | -43.2% | +41.5% | -84.7% | -43.5% |
| YTD | +5.5% | +34.6% | -29.1% | +5.1% |
| 1Y | -1.6% | +57.9% | -59.5% | -2.3% |
| 3Y | +773.7% | +159.5% | +614.2% | +767.8% |
| 5Y | +187.6% | +198.5% | -10.9% | +185.7% |
| 10Y | -98.5% | +411.4% | -509.8% | -98.4% |
| All | -100.0% | +309.8% | -409.8% | -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