+285.2%
BN vs RCAT
-99.6%
+384.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +11.4% | -7.5% | +3.7% |
| 7D | +3.6% | +1.1% | +2.5% | +3.6% |
| 30D | +15.9% | -22.0% | +37.9% | +16.1% |
| 3M | -2.3% | -51.1% | +48.8% | -1.8% |
| 6M | -8.4% | -56.6% | +48.2% | -7.9% |
| YTD | -5.9% | -43.3% | +37.4% | -5.7% |
| 1Y | -5.6% | -51.5% | +45.9% | -5.4% |
| 3Y | +104.2% | +411.4% | -307.1% | +100.1% |
| 5Y | +35.5% | +74.4% | -38.9% | +33.1% |
| 10Y | +285.2% | -99.6% | +384.8% | +269.6% |
| All | +285.2% | -99.6% | +384.8% | +269.6% |
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