+130.4%
BHP vs RCAT
+71.1%
+59.3%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +11.4% | -7.7% | +3.2% |
| 7D | +3.5% | +1.1% | +2.4% | +3.3% |
| 30D | -4.5% | -22.0% | +17.5% | -3.6% |
| 3M | -6.4% | -51.1% | +44.8% | -3.7% |
| 6M | -0.1% | -56.6% | +56.5% | +2.7% |
| YTD | +43.0% | -43.3% | +86.3% | +44.9% |
| 1Y | +56.5% | -51.5% | +108.0% | +59.0% |
| 3Y | +62.0% | +411.4% | -349.3% | +49.6% |
| 5Y | +130.4% | +74.4% | +56.0% | +122.1% |
| All | +130.4% | +71.1% | +59.3% | +122.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling