+21.9%
BB vs RCAT
-99.8%
+121.7%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.4% | +1.0% | -2.4% |
| 7D | +1.8% | -5.9% | +7.8% | +1.9% |
| 30D | +8.1% | -19.7% | +27.8% | +8.4% |
| 3M | -1.0% | -62.9% | +61.9% | +0.3% |
| 6M | +45.9% | -59.6% | +105.5% | +47.5% |
| YTD | +134.8% | -52.1% | +186.9% | +136.4% |
| 1Y | +104.6% | -50.9% | +155.5% | +105.7% |
| 3Y | +152.8% | +333.8% | -180.9% | +146.9% |
| 5Y | -17.4% | +40.7% | -58.2% | -19.0% |
| All | +21.9% | -99.8% | +121.7% | +16.9% |
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