+30.9%
BLK vs RCAT
+177.7%
-146.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.9% |
| 7D | -5.2% | -5.4% | +0.2% | -4.9% |
| 30D | -7.0% | -24.2% | +17.2% | -5.8% |
| 3M | +5.7% | -25.8% | +31.5% | +6.8% |
| 6M | +11.0% | -44.9% | +55.9% | +12.9% |
| YTD | +0.9% | +1.9% | -1.0% | -1.4% |
| 1Y | -1.6% | -5.2% | +3.6% | -4.3% |
| 3Y | +64.5% | +759.6% | -695.1% | +40.4% |
| 5Y | +30.9% | +187.5% | -156.7% | +13.4% |
| All | +30.9% | +177.7% | -146.8% | +13.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling