+742.8%
BA vs RCAT
-100.0%
+842.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.8% | +0.8% |
| 7D | +1.2% | -1.4% | +2.6% | +1.2% |
| 30D | -11.6% | -3.3% | -8.3% | -11.6% |
| 3M | -2.4% | -43.2% | +40.8% | -2.2% |
| 6M | -6.6% | -43.2% | +36.6% | -6.5% |
| YTD | -2.2% | +5.5% | -7.8% | -2.4% |
| 1Y | -8.0% | -1.6% | -6.4% | -8.2% |
| 3Y | -5.0% | +773.7% | -778.7% | -6.0% |
| 5Y | -2.7% | +187.6% | -190.3% | -3.6% |
| 10Y | +75.9% | -98.5% | +174.3% | +70.3% |
| All | +742.8% | -100.0% | +842.8% | +647.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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