-1.6%
RCAT vs EXR
+1.1%
-2.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.7% |
| 7D | -1.4% | -2.6% | +1.1% | -0.8% |
| 30D | -3.3% | -7.2% | +3.8% | -1.7% |
| 3M | -43.2% | -3.5% | -39.7% | -43.7% |
| 6M | -43.2% | -5.3% | -37.9% | -44.6% |
| YTD | +5.5% | +9.4% | -3.8% | -8.9% |
| 1Y | -1.6% | +1.3% | -3.0% | -12.6% |
| All | -1.6% | +1.1% | -2.7% | -12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 1y: compounded portfolio wealth divided by compounded EXR 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…
1y analysis · Full analysis span regression · 6 months rolling