+7.2%
BAH vs RCAT
+41.8%
-34.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.4% | +3.2% | -0.2% |
| 7D | +1.7% | -5.9% | +7.7% | +1.8% |
| 30D | +20.8% | -19.7% | +40.4% | +21.3% |
| 3M | +11.6% | -62.9% | +74.4% | +14.5% |
| 6M | +23.1% | -59.6% | +82.7% | +25.5% |
| YTD | +5.3% | -52.1% | +57.3% | +6.2% |
| 1Y | +6.1% | -50.9% | +57.0% | +6.9% |
| 3Y | -27.5% | +333.8% | -361.3% | -32.7% |
| All | +7.2% | +41.8% | -34.6% | +4.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling