-67.4%
RCAT vs EXR
+17.3%
-84.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.9% | -0.6% | -14.3% | -15.0% |
| 7D | -32.6% | +6.8% | -39.4% | -31.4% |
| 30D | -46.3% | +19.6% | -65.9% | -44.3% |
| 3M | -60.7% | +8.0% | -68.7% | -60.8% |
| 6M | -67.4% | +17.2% | -84.5% | -69.8% |
| All | -67.4% | +17.3% | -84.6% | -69.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling