+202.8%
BAC vs RCAT
-100.0%
+302.8%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -8.3% | +8.0% | -0.3% |
| 7D | +1.5% | +15.6% | -14.1% | +1.5% |
| 30D | -6.4% | -24.1% | +17.7% | -6.4% |
| 3M | -21.7% | -61.9% | +40.2% | -21.7% |
| 6M | +0.5% | -64.3% | +64.8% | +0.4% |
| YTD | -6.7% | -50.4% | +43.7% | -6.7% |
| 1Y | -4.7% | -54.0% | +49.4% | -4.7% |
| 3Y | +96.1% | +347.2% | -251.1% | +96.8% |
| 5Y | +21.7% | +45.7% | -24.0% | +22.1% |
| 10Y | +232.0% | -99.7% | +331.7% | +247.2% |
| All | +202.8% | -100.0% | +302.8% | +281.0% |
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