-4.7%
BAC vs RCAT
-54.8%
+50.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -8.3% | +8.0% | 0.0% |
| 7D | +1.5% | +15.6% | -14.1% | +0.8% |
| 30D | -6.4% | -24.1% | +17.7% | -5.5% |
| 3M | -21.7% | -61.9% | +40.2% | -18.9% |
| 6M | +0.5% | -64.3% | +64.8% | +3.4% |
| YTD | -6.7% | -50.4% | +43.7% | -9.1% |
| 1Y | -4.7% | -54.0% | +49.4% | -7.2% |
| All | -4.7% | -54.8% | +50.1% | -7.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling