-27.0%
BAH vs RCAT
+1.5%
-28.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.9% | -4.8% | -1.1% |
| 7D | -4.3% | +5.4% | -9.7% | -4.6% |
| 30D | -4.5% | -5.6% | +1.1% | -4.3% |
| 3M | -7.6% | -30.2% | +22.6% | -6.2% |
| 6M | -10.6% | -43.4% | +32.8% | -9.0% |
| YTD | -12.6% | +9.6% | -22.2% | -15.2% |
| 1Y | -27.0% | -2.0% | -25.0% | -29.7% |
| All | -27.0% | +1.5% | -28.4% | -29.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling