-10.6%
BN vs RCAT
-54.8%
+44.2%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -8.3% | +7.3% | -0.4% |
| 7D | -0.3% | +15.6% | -15.9% | -1.4% |
| 30D | +13.6% | -24.1% | +37.7% | +15.4% |
| 3M | -6.7% | -61.9% | +55.2% | -0.5% |
| 6M | -9.0% | -64.3% | +55.4% | -3.6% |
| YTD | -8.8% | -50.4% | +41.6% | -10.8% |
| 1Y | -10.6% | -54.0% | +43.4% | -12.5% |
| All | -10.6% | -54.8% | +44.2% | -12.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling