+54.8%
RCAT vs EXR
-0.3%
+55.1%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.6% | -0.6% | +19.2% | +18.9% |
| 7D | -12.7% | +5.2% | -17.9% | -14.5% |
| 30D | -34.3% | +20.9% | -55.2% | -39.0% |
| 3M | -53.4% | +7.7% | -61.1% | -54.8% |
| 6M | -62.0% | +13.2% | -75.1% | -64.0% |
| YTD | -49.1% | +26.5% | -75.5% | -54.3% |
| 1Y | -53.1% | +27.2% | -80.3% | -58.2% |
| 3Y | +318.7% | +71.5% | +247.1% | +232.2% |
| All | +54.8% | -0.3% | +55.1% | +37.1% |
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