+349.0%
BHP vs RCAT
-99.7%
+448.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.9% | -0.7% | +1.1% |
| 7D | +2.4% | +7.2% | -4.9% | +2.3% |
| 30D | -5.4% | -20.4% | +15.0% | -5.3% |
| 3M | -6.9% | -59.8% | +52.9% | -6.4% |
| 6M | -4.3% | -61.9% | +57.5% | -3.9% |
| YTD | +41.6% | -45.9% | +87.5% | +41.9% |
| 1Y | +53.3% | -50.5% | +103.8% | +53.6% |
| 3Y | +58.4% | +387.5% | -329.1% | +56.6% |
| 5Y | +121.3% | +70.9% | +50.4% | +119.1% |
| 10Y | +349.0% | -99.7% | +448.7% | +356.9% |
| All | +349.0% | -99.7% | +448.7% | +356.9% |
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 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