+593.0%
BE vs RCAT
-43.9%
+636.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +18.6% | -15.2% | +2.7% |
| 7D | -14.7% | -12.7% | -2.0% | -14.3% |
| 30D | -40.5% | -34.3% | -6.2% | -39.5% |
| 3M | -24.3% | -53.4% | +29.1% | -22.2% |
| 6M | -39.3% | -62.0% | +22.6% | -37.2% |
| YTD | +99.4% | -49.1% | +148.4% | +103.9% |
| 1Y | +26.6% | -53.1% | +79.7% | +29.9% |
| 3Y | +1,616.9% | +318.7% | +1,298.3% | +1,558.0% |
| 5Y | +441.4% | +48.5% | +392.8% | +426.7% |
| All | +593.0% | -43.9% | +636.8% | +426.3% |
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