+19.4%
BIL vs RCAT
+46.9%
-27.5%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +18.6% | -18.6% | 0.0% |
| 7D | -0.3% | -12.7% | +12.5% | -0.3% |
| 30D | 0.0% | -34.3% | +34.3% | 0.0% |
| 3M | +0.3% | -53.4% | +53.7% | +0.3% |
| 6M | +1.2% | -62.0% | +63.2% | +1.2% |
| YTD | +2.5% | -49.1% | +51.5% | +2.5% |
| 1Y | +3.0% | -53.1% | +56.2% | +3.0% |
| 3Y | +13.2% | +318.7% | -305.5% | +13.1% |
| All | +19.4% | +46.9% | -27.5% | +19.4% |
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