+1,008.9%
BE vs RCAT
+20.8%
+988.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +3.9% | +5.7% | +9.5% |
| 7D | +29.8% | +5.4% | +24.4% | +29.5% |
| 30D | +26.4% | -5.6% | +32.0% | +26.5% |
| 3M | +9.3% | -30.2% | +39.5% | +10.7% |
| 6M | +105.1% | -43.4% | +148.5% | +108.2% |
| YTD | +219.0% | +9.6% | +209.4% | +216.8% |
| 1Y | +418.8% | -2.0% | +420.7% | +417.0% |
| 3Y | +1,784.6% | +825.0% | +959.6% | +1,665.9% |
| 5Y | +1,251.0% | +199.8% | +1,051.1% | +1,176.0% |
| All | +1,008.9% | +20.8% | +988.1% | +717.7% |
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