+668.0%
BE vs RCAT
-47.2%
+715.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.4% | -1.5% | -4.8% |
| 7D | +10.8% | -5.9% | +16.8% | +11.1% |
| 30D | -19.8% | -19.7% | -0.1% | -19.0% |
| 3M | -18.7% | -62.9% | +44.1% | -15.6% |
| 6M | -33.7% | -59.6% | +25.8% | -31.5% |
| YTD | +121.0% | -52.1% | +173.0% | +126.6% |
| 1Y | +85.4% | -50.9% | +136.3% | +90.1% |
| 3Y | +1,709.5% | +333.8% | +1,375.7% | +1,649.9% |
| 5Y | +462.2% | +40.7% | +421.5% | +448.5% |
| All | +668.0% | -47.2% | +715.2% | +484.9% |
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