-50.5%
RCAT vs EXR
+26.8%
-77.3%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.9% |
| 7D | +7.2% | -1.1% | +8.4% | +7.2% |
| 30D | -20.4% | +18.8% | -39.2% | -20.6% |
| 3M | -59.8% | +9.9% | -69.7% | -59.9% |
| 6M | -61.9% | +12.6% | -74.5% | -62.4% |
| YTD | -45.9% | +26.5% | -72.4% | -50.5% |
| 1Y | -50.5% | +24.5% | -75.0% | -55.3% |
| All | -50.5% | +26.8% | -77.3% | -55.3% |
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