+275.1%
BLK vs RCAT
-98.5%
+373.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +1.6% |
| 7D | -3.3% | -4.9% | +1.6% | -3.3% |
| 30D | -6.5% | -22.9% | +16.3% | -6.4% |
| 3M | +6.7% | -33.7% | +40.5% | +7.0% |
| 6M | +14.7% | -50.7% | +65.5% | +15.1% |
| YTD | +2.5% | +0.4% | +2.1% | +2.3% |
| 1Y | -2.8% | -27.6% | +24.9% | -2.9% |
| 3Y | +65.9% | +753.2% | -687.3% | +62.7% |
| 5Y | +33.0% | +183.3% | -150.3% | +30.6% |
| All | +275.1% | -98.5% | +373.6% | +256.5% |
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