+519.4%
BEN vs RCAT
-100.0%
+619.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.0% | +5.5% | +3.5% |
| 7D | +0.2% | -1.4% | +1.6% | +0.2% |
| 30D | -0.5% | -3.3% | +2.8% | -0.5% |
| 3M | +9.7% | -43.2% | +52.9% | +9.8% |
| 6M | +33.9% | -43.2% | +77.1% | +33.9% |
| YTD | +49.0% | +5.5% | +43.4% | +48.9% |
| 1Y | +42.1% | -1.6% | +43.8% | +42.1% |
| 3Y | +51.9% | +773.7% | -721.8% | +51.6% |
| 5Y | +39.0% | +187.6% | -148.6% | +38.8% |
| 10Y | +57.9% | -98.5% | +156.3% | +57.5% |
| All | +519.4% | -100.0% | +619.4% | +565.8% |
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