+332.2%
BHP vs RCAT
-99.8%
+432.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.4% | +2.2% | -1.2% |
| 7D | -0.5% | -5.9% | +5.4% | -0.5% |
| 30D | -4.5% | -19.7% | +15.1% | -4.4% |
| 3M | -6.9% | -62.9% | +56.0% | -6.4% |
| 6M | -10.6% | -59.6% | +49.0% | -10.2% |
| YTD | +37.2% | -52.1% | +89.3% | +37.6% |
| 1Y | +48.0% | -50.9% | +98.9% | +48.4% |
| 3Y | +52.6% | +333.8% | -281.2% | +51.0% |
| 5Y | +116.5% | +40.7% | +75.7% | +114.6% |
| All | +332.2% | -99.8% | +432.0% | +346.6% |
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