+2,778.8%
BHP vs RCAT
-100.0%
+2,878.8%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -8.3% | +6.4% | -1.9% |
| 7D | +2.5% | +15.6% | -13.1% | +2.4% |
| 30D | -5.2% | -24.1% | +18.9% | -5.2% |
| 3M | -8.7% | -61.9% | +53.2% | -8.6% |
| 6M | -6.9% | -64.3% | +57.5% | -6.8% |
| YTD | +39.0% | -50.4% | +89.3% | +39.0% |
| 1Y | +48.9% | -54.0% | +103.0% | +49.0% |
| 3Y | +55.4% | +347.2% | -291.8% | +55.2% |
| 5Y | +119.2% | +45.7% | +73.5% | +119.0% |
| 10Y | +340.5% | -99.7% | +440.3% | +343.5% |
| All | +2,778.8% | -100.0% | +2,878.8% | +3,040.5% |
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