+196.3%
BAC vs RCAT
-100.0%
+296.3%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +18.6% | -19.3% | -0.7% |
| 7D | -1.2% | -12.7% | +11.6% | -1.2% |
| 30D | -7.7% | -34.3% | +26.6% | -7.7% |
| 3M | -21.2% | -53.4% | +32.2% | -21.2% |
| 6M | -6.8% | -62.0% | +55.1% | -6.9% |
| YTD | -8.7% | -49.1% | +40.3% | -8.7% |
| 1Y | -5.3% | -53.1% | +47.8% | -5.3% |
| 3Y | +87.4% | +318.7% | -231.2% | +88.1% |
| 5Y | +18.9% | +48.5% | -29.6% | +19.3% |
| 10Y | +273.3% | -99.6% | +372.9% | +291.1% |
| All | +196.3% | -100.0% | +296.3% | +272.8% |
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