+13,007.9%
BKNG vs RCAT
-100.0%
+13,107.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -6.5% | +2.7% | -3.8% |
| 7D | -13.1% | -2.3% | -10.8% | -13.1% |
| 30D | -18.5% | -18.7% | +0.2% | -18.5% |
| 3M | +5.8% | -29.3% | +35.0% | +5.8% |
| 6M | -2.1% | -42.3% | +40.2% | -2.0% |
| YTD | -18.6% | +2.5% | -21.2% | -18.8% |
| 1Y | -21.7% | -5.7% | -16.0% | -21.8% |
| 3Y | +40.9% | +764.9% | -724.0% | +39.3% |
| 5Y | +91.0% | +182.3% | -91.3% | +89.0% |
| 10Y | +213.2% | -98.5% | +311.7% | +198.4% |
| All | +13,007.9% | -100.0% | +13,107.9% | +9,873.0% |
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