+219.6%
BAH vs RCAT
-99.8%
+319.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +18.6% | -23.1% | -4.5% |
| 7D | -3.5% | -12.7% | +9.2% | -3.5% |
| 30D | +24.3% | -34.3% | +58.6% | +24.5% |
| 3M | +16.3% | -53.4% | +69.7% | +16.7% |
| 6M | +13.6% | -62.0% | +75.5% | +14.0% |
| YTD | +3.5% | -49.1% | +52.5% | +3.6% |
| 1Y | +2.7% | -53.1% | +55.8% | +2.8% |
| 3Y | -26.6% | +318.7% | -345.2% | -27.4% |
| 5Y | +8.5% | +48.5% | -40.0% | +7.5% |
| All | +219.6% | -99.8% | +319.4% | +221.0% |
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 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