-54.0%
RCAT vs EXR
+24.1%
-78.1%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -0.6% | -7.6% | -8.3% |
| 7D | +15.6% | -1.2% | +16.8% | +15.5% |
| 30D | -24.1% | +18.3% | -42.4% | -24.3% |
| 3M | -61.9% | +9.1% | -70.9% | -62.0% |
| 6M | -64.3% | +11.7% | -76.1% | -64.8% |
| YTD | -50.4% | +25.7% | -76.1% | -54.4% |
| 1Y | -54.0% | +24.9% | -78.9% | -57.9% |
| All | -54.0% | +24.1% | -78.1% | -57.9% |
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