-99.7%
RCAT vs EXR
+217.4%
-317.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.8% |
| 7D | +7.2% | -1.1% | +8.4% | +7.7% |
| 30D | -20.4% | +18.8% | -39.2% | -25.1% |
| 3M | -59.8% | +9.9% | -69.7% | -61.1% |
| 6M | -61.9% | +12.6% | -74.5% | -63.7% |
| YTD | -45.9% | +26.5% | -72.4% | -50.8% |
| 1Y | -50.5% | +24.5% | -75.0% | -54.8% |
| 3Y | +387.5% | +52.4% | +335.1% | +314.4% |
| 5Y | +70.9% | -1.5% | +72.4% | +65.9% |
| 10Y | -99.7% | +216.0% | -315.7% | -99.8% |
| All | -99.7% | +217.4% | -317.1% | -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