+4,844.2%
BLK vs RCAT
-100.0%
+4,944.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.4% | +3.9% | +0.5% |
| 7D | +3.7% | -5.9% | +9.7% | +3.7% |
| 30D | +13.9% | -19.7% | +33.5% | +13.9% |
| 3M | +3.9% | -62.9% | +66.8% | +4.1% |
| 6M | +13.0% | -59.6% | +72.6% | +13.1% |
| YTD | +16.1% | -52.1% | +68.2% | +16.2% |
| 1Y | +16.8% | -50.9% | +67.7% | +16.8% |
| 3Y | +97.7% | +333.8% | -236.1% | +97.1% |
| 5Y | +42.1% | +40.7% | +1.4% | +41.8% |
| 10Y | +321.3% | -99.8% | +421.1% | +320.6% |
| All | +4,844.2% | -100.0% | +4,944.2% | +5,059.2% |
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