+251.7%
BAC vs RCAT
-99.6%
+351.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +11.4% | -9.1% | +2.2% |
| 7D | +2.0% | +1.1% | +0.9% | +1.9% |
| 30D | -6.9% | -22.0% | +15.1% | -6.8% |
| 3M | -19.6% | -51.1% | +31.6% | -19.3% |
| 6M | -0.5% | -56.6% | +56.1% | -0.1% |
| YTD | -6.6% | -43.3% | +36.6% | -6.6% |
| 1Y | -3.0% | -51.5% | +48.6% | -2.8% |
| 3Y | +97.3% | +411.4% | -314.1% | +94.7% |
| 5Y | +21.9% | +74.4% | -52.5% | +20.5% |
| 10Y | +251.7% | -99.6% | +351.2% | +254.4% |
| All | +251.7% | -99.6% | +351.2% | +254.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling