-32.5%
BAH vs RCAT
+762.9%
-795.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.5% | -1.4% |
| 7D | -3.2% | -1.4% | -1.8% | -3.2% |
| 30D | +2.0% | -3.3% | +5.4% | +2.1% |
| 3M | -7.6% | -43.2% | +35.6% | -6.2% |
| 6M | -5.7% | -43.2% | +37.5% | -4.8% |
| YTD | -11.7% | +5.5% | -17.3% | -12.8% |
| 1Y | -27.4% | -1.6% | -25.7% | -28.5% |
| All | -32.5% | +762.9% | -795.4% | -36.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling