-100.0%
RCAT vs EXEL
+383.1%
-483.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.6% | +1.3% | +17.4% | +18.6% |
| 7D | -12.7% | +0.3% | -13.0% | -12.7% |
| 30D | -34.3% | +19.0% | -53.4% | -34.5% |
| 3M | -53.4% | +33.3% | -86.7% | -53.6% |
| 6M | -62.0% | +42.9% | -104.8% | -62.2% |
| YTD | -49.1% | +58.7% | -107.8% | -49.4% |
| 1Y | -53.1% | +70.5% | -123.6% | -53.5% |
| 3Y | +318.7% | +233.8% | +84.8% | +314.9% |
| 5Y | +48.5% | +259.3% | -210.8% | +47.2% |
| 10Y | -99.6% | +484.1% | -583.8% | -99.6% |
| All | -100.0% | +383.1% | -483.1% | -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