+27.5%
BB vs RCAT
-99.6%
+127.1%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.4% | +5.6% | -0.8% |
| 7D | +11.6% | -5.6% | +17.2% | +11.6% |
| 30D | +2.6% | -27.0% | +29.6% | +3.0% |
| 3M | +3.5% | -57.9% | +61.4% | +4.7% |
| 6M | +43.5% | -59.4% | +102.9% | +45.0% |
| YTD | +141.2% | -46.9% | +188.1% | +142.4% |
| 1Y | +97.4% | -54.0% | +151.4% | +98.6% |
| 3Y | +151.1% | +378.4% | -227.3% | +144.8% |
| 5Y | -12.8% | +61.9% | -74.7% | -14.6% |
| 10Y | +27.5% | -99.6% | +127.1% | +22.4% |
| All | +27.5% | -99.6% | +127.1% | +22.4% |
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