-22.5%
BB vs RCAT
+46.9%
-69.4%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +18.6% | -14.2% | +2.4% |
| 7D | +3.8% | -12.7% | +16.5% | +5.0% |
| 30D | -0.3% | -34.3% | +34.0% | +3.8% |
| 3M | -0.5% | -53.4% | +52.9% | +7.3% |
| 6M | +45.9% | -62.0% | +107.9% | +59.0% |
| YTD | +130.6% | -49.1% | +179.7% | +139.4% |
| 1Y | +89.2% | -53.1% | +142.3% | +96.7% |
| 3Y | +137.5% | +318.7% | -181.2% | +94.3% |
| All | -22.5% | +46.9% | -69.4% | -29.0% |
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