+4,414.2%
BLK vs RCAT
-100.0%
+4,514.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.6% | -0.3% |
| 7D | -3.6% | -1.4% | -2.2% | -3.6% |
| 30D | -1.0% | -3.3% | +2.4% | -1.0% |
| 3M | +10.4% | -43.2% | +53.6% | +10.4% |
| 6M | +8.2% | -43.2% | +51.3% | +8.2% |
| YTD | +6.0% | +5.5% | +0.5% | +6.0% |
| 1Y | +3.3% | -1.6% | +5.0% | +3.3% |
| 3Y | +70.3% | +773.7% | -703.4% | +69.6% |
| 5Y | +34.5% | +187.6% | -153.1% | +34.0% |
| 10Y | +281.9% | -98.5% | +380.4% | +281.0% |
| All | +4,414.2% | -100.0% | +4,514.2% | +4,605.3% |
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