+641.7%
BE vs RCAT
-41.5%
+683.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -6.4% | +2.1% | -4.1% |
| 7D | -13.4% | -5.6% | -7.8% | -13.1% |
| 30D | -33.9% | -27.0% | -6.9% | -33.0% |
| 3M | -12.0% | -57.9% | +45.9% | -9.0% |
| 6M | -29.0% | -59.4% | +30.4% | -26.7% |
| YTD | +113.4% | -46.9% | +160.3% | +117.9% |
| 1Y | +33.2% | -54.0% | +87.2% | +36.7% |
| 3Y | +1,659.2% | +378.4% | +1,280.8% | +1,594.2% |
| 5Y | +461.4% | +61.9% | +399.4% | +445.1% |
| All | +641.7% | -41.5% | +683.2% | +462.5% |
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