-99.6%
RCAT vs EXR
+205.9%
-305.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.8% | -5.7% | -6.2% |
| 7D | -5.6% | +1.7% | -7.3% | -6.2% |
| 30D | -27.0% | +18.0% | -45.1% | -31.2% |
| 3M | -57.9% | +9.7% | -67.6% | -59.3% |
| 6M | -59.4% | +13.4% | -72.8% | -61.4% |
| YTD | -46.9% | +26.3% | -73.2% | -51.7% |
| 1Y | -54.0% | +27.6% | -81.6% | -58.4% |
| 3Y | +378.4% | +52.2% | +326.2% | +306.3% |
| 5Y | +61.9% | -1.1% | +63.0% | +57.0% |
| 10Y | -99.6% | +216.8% | -316.4% | -99.8% |
| All | -99.6% | +205.9% | -305.5% | -99.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling