+30.8%
BIL vs RCAT
-99.9%
+130.7%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +11.4% | -11.4% | 0.0% |
| 7D | +0.1% | +1.1% | -1.0% | +0.1% |
| 30D | 0.0% | -22.0% | +22.0% | 0.0% |
| 3M | +0.6% | -51.1% | +51.7% | +0.6% |
| 6M | +1.5% | -56.6% | +58.1% | +1.5% |
| YTD | +2.8% | -43.3% | +46.0% | +2.8% |
| 1Y | +3.3% | -51.5% | +54.8% | +3.3% |
| 3Y | +13.4% | +411.4% | -398.0% | +13.4% |
| 5Y | +19.8% | +74.4% | -54.6% | +19.8% |
| 10Y | +25.6% | -99.6% | +125.2% | +25.7% |
| All | +30.8% | -99.9% | +130.7% | +31.5% |
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