+212.3%
BAH vs RCAT
-99.6%
+311.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.4% | +7.3% | +0.9% |
| 7D | +0.5% | -5.6% | +6.1% | +0.5% |
| 30D | +18.2% | -27.0% | +45.3% | +18.4% |
| 3M | +13.1% | -57.9% | +71.0% | +13.5% |
| 6M | +15.2% | -59.4% | +74.6% | +15.6% |
| YTD | +6.0% | -46.9% | +52.9% | +6.1% |
| 1Y | +3.1% | -54.0% | +57.1% | +3.3% |
| 3Y | -26.2% | +378.4% | -404.6% | -27.0% |
| 5Y | +9.3% | +61.9% | -52.6% | +8.2% |
| 10Y | +212.3% | -99.6% | +311.9% | +209.9% |
| All | +212.3% | -99.6% | +311.9% | +209.9% |
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