+185.2%
BAH vs RCAT
-98.5%
+283.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.5% | -1.5% |
| 7D | -3.2% | -1.4% | -1.8% | -3.2% |
| 30D | +2.0% | -3.3% | +5.4% | +2.0% |
| 3M | -7.6% | -43.2% | +35.6% | -7.4% |
| 6M | -5.7% | -43.2% | +37.5% | -5.5% |
| YTD | -11.7% | +5.5% | -17.3% | -11.9% |
| 1Y | -27.4% | -1.6% | -25.7% | -27.5% |
| 3Y | -32.5% | +773.7% | -806.2% | -33.5% |
| 5Y | -3.3% | +187.6% | -191.0% | -4.6% |
| All | +185.2% | -98.5% | +283.6% | +184.3% |
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