+675.5%
BE vs RCAT
-37.5%
+713.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +11.4% | +0.5% | +11.5% |
| 7D | -1.2% | +1.1% | -2.3% | -1.2% |
| 30D | -30.9% | -22.0% | -8.9% | -30.2% |
| 3M | -11.6% | -51.1% | +39.5% | -9.2% |
| 6M | -25.7% | -56.6% | +30.9% | -23.5% |
| YTD | +123.1% | -43.3% | +166.4% | +127.3% |
| 1Y | +43.4% | -51.5% | +94.9% | +46.9% |
| 3Y | +1,683.6% | +411.4% | +1,272.3% | +1,613.1% |
| 5Y | +465.4% | +74.4% | +391.0% | +447.5% |
| All | +675.5% | -37.5% | +713.0% | +486.6% |
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