+121.4%
BKR vs RCAT
-98.5%
+219.9%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.6% | -6.0% | -6.7% |
| 7D | -6.7% | -5.4% | -1.3% | -6.6% |
| 30D | -8.3% | -24.2% | +15.9% | -8.1% |
| 3M | -5.4% | -25.8% | +20.4% | -5.2% |
| 6M | +0.8% | -44.9% | +45.7% | +1.1% |
| YTD | +31.8% | +1.9% | +30.0% | +31.4% |
| 1Y | +28.6% | -5.2% | +33.7% | +28.0% |
| 3Y | +71.2% | +759.6% | -688.3% | +66.4% |
| 5Y | +179.2% | +187.5% | -8.3% | +172.0% |
| All | +121.4% | -98.5% | +219.9% | +94.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling