+349.7%
BKR vs RCAT
-100.0%
+449.7%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.9% | -3.2% | +0.7% |
| 7D | +0.4% | +5.4% | -5.0% | +0.4% |
| 30D | +3.9% | -5.6% | +9.4% | +3.9% |
| 3M | -1.1% | -30.2% | +29.2% | -1.0% |
| 6M | +7.6% | -43.4% | +51.0% | +7.7% |
| YTD | +41.9% | +9.6% | +32.2% | +41.7% |
| 1Y | +42.2% | -2.0% | +44.2% | +42.1% |
| 3Y | +84.3% | +825.0% | -740.7% | +82.9% |
| 5Y | +215.7% | +199.8% | +15.9% | +213.6% |
| 10Y | +130.9% | -98.4% | +229.3% | +126.2% |
| All | +349.7% | -100.0% | +449.7% | +299.5% |
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