+2.8%
BAH vs RCAT
-51.9%
+54.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -0.7% |
| 7D | -1.6% | +7.2% | -8.8% | -1.9% |
| 30D | +18.0% | -20.4% | +38.4% | +19.3% |
| 3M | +11.4% | -59.8% | +71.2% | +17.0% |
| 6M | +17.7% | -61.9% | +79.6% | +23.2% |
| YTD | +5.4% | -45.9% | +51.3% | +1.5% |
| 1Y | +2.8% | -50.5% | +53.3% | -0.2% |
| All | +2.8% | -51.9% | +54.6% | -0.2% |
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