+47.9%
RCAT vs EXR
-1.8%
+49.6%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.2% | -3.6% | -3.5% |
| 7D | -5.9% | -0.4% | -5.5% | -5.7% |
| 30D | -19.7% | +18.2% | -37.9% | -24.7% |
| 3M | -62.9% | +7.3% | -70.2% | -63.9% |
| 6M | -59.6% | +13.8% | -73.4% | -61.9% |
| YTD | -52.1% | +25.9% | -78.0% | -57.0% |
| 1Y | -50.9% | +25.8% | -76.7% | -56.0% |
| 3Y | +333.8% | +53.7% | +280.1% | +259.0% |
| All | +47.9% | -1.8% | +49.6% | +29.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling