-100.0%
RCAT vs EXR
+3,113.6%
-3,213.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.9% | -0.6% | -14.3% | -14.9% |
| 7D | -32.6% | +6.8% | -39.4% | -32.3% |
| 30D | -46.3% | +19.6% | -65.9% | -45.8% |
| 3M | -60.7% | +8.0% | -68.7% | -60.5% |
| 6M | -67.4% | +17.2% | -84.5% | -67.1% |
| YTD | -57.1% | +27.2% | -84.3% | -56.5% |
| 1Y | -63.8% | +26.1% | -89.8% | -63.3% |
| 3Y | +268.1% | +70.7% | +197.4% | +283.9% |
| 5Y | +25.2% | +1.0% | +24.2% | +24.2% |
| 10Y | -99.7% | +227.1% | -326.8% | -99.6% |
| All | -100.0% | +3,113.6% | -3,213.5% | -100.0% |
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