+53.4%
BHP vs RCAT
-59.1%
+112.5%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -10.3% | +12.9% | +3.7% |
| 7D | -2.5% | -18.5% | +16.0% | -0.5% |
| 30D | -7.7% | -37.0% | +29.3% | -3.4% |
| 3M | -6.4% | -54.9% | +48.5% | +0.8% |
| 6M | +5.2% | -63.6% | +68.8% | +14.4% |
| YTD | +38.3% | -49.6% | +87.9% | +43.9% |
| 1Y | +53.4% | -57.8% | +111.2% | +60.8% |
| All | +53.4% | -59.1% | +112.5% | +60.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling