+911.5%
BE vs RCAT
+16.3%
+895.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -2.0% | +9.3% | +7.4% |
| 7D | +20.0% | -1.4% | +21.4% | +20.0% |
| 30D | +7.9% | -3.3% | +11.3% | +7.9% |
| 3M | -13.2% | -43.2% | +30.0% | -11.5% |
| 6M | +53.5% | -43.2% | +96.6% | +55.7% |
| YTD | +191.0% | +5.5% | +185.5% | +189.4% |
| 1Y | +360.5% | -1.6% | +362.2% | +359.0% |
| 3Y | +1,568.0% | +773.7% | +794.3% | +1,465.6% |
| 5Y | +1,055.2% | +187.6% | +867.6% | +992.6% |
| All | +911.5% | +16.3% | +895.2% | +646.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling