-99.9%
RCAT vs EXR
+2,662.2%
-2,762.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -2.1% |
| 7D | -1.4% | -2.6% | +1.1% | -1.5% |
| 30D | -3.3% | -7.2% | +3.8% | -3.7% |
| 3M | -43.2% | -3.5% | -39.7% | -43.3% |
| 6M | -43.2% | -5.3% | -37.9% | -43.3% |
| YTD | +5.5% | +9.4% | -3.8% | +6.0% |
| 1Y | -1.6% | +1.3% | -3.0% | -1.6% |
| 3Y | +773.7% | +22.4% | +751.3% | +790.0% |
| 5Y | +187.6% | -12.2% | +199.9% | +184.4% |
| 10Y | -98.5% | +148.6% | -247.0% | -98.2% |
| All | -99.9% | +2,662.2% | -2,762.2% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling