+30.3%
BIL vs RCAT
-99.8%
+130.2%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | 0.0% |
| 7D | +0.1% | -1.4% | +1.5% | +0.1% |
| 30D | +0.3% | -3.3% | +3.7% | +0.3% |
| 3M | +0.9% | -43.2% | +44.2% | +0.9% |
| 6M | +1.8% | -43.2% | +45.0% | +1.8% |
| YTD | +2.4% | +5.5% | -3.1% | +2.4% |
| 1Y | +3.7% | -1.6% | +5.4% | +3.7% |
| 3Y | +14.2% | +773.7% | -759.5% | +14.2% |
| 5Y | +19.4% | +187.6% | -168.2% | +19.4% |
| 10Y | +25.2% | -98.5% | +123.7% | +25.3% |
| All | +30.3% | -99.8% | +130.2% | +31.1% |
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 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