-28.9%
BB vs RCAT
+183.7%
-212.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +0.2% |
| 7D | -5.6% | -1.4% | -4.2% | -5.5% |
| 30D | -11.8% | -3.3% | -8.4% | -11.6% |
| 3M | -25.5% | -43.2% | +17.7% | -22.1% |
| 6M | +121.3% | -43.2% | +164.4% | +128.6% |
| YTD | +103.2% | +5.5% | +97.6% | +97.0% |
| 1Y | +102.6% | -1.6% | +104.3% | +94.6% |
| 3Y | +37.5% | +773.7% | -736.2% | +8.8% |
| All | -28.9% | +183.7% | -212.6% | -42.8% |
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 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