+94.8%
BN vs RCAT
+331.8%
-237.0%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.4% | +1.8% | -1.4% |
| 7D | -1.0% | -5.9% | +4.9% | -0.6% |
| 30D | +14.0% | -19.7% | +33.6% | +15.2% |
| 3M | -9.0% | -62.9% | +53.8% | -3.2% |
| 6M | -8.8% | -59.6% | +50.7% | -4.6% |
| YTD | -10.3% | -52.1% | +41.8% | -8.7% |
| 1Y | -5.8% | -50.9% | +45.1% | -4.8% |
| 3Y | +94.8% | +333.8% | -239.0% | +77.8% |
| All | +94.8% | +331.8% | -237.0% | +77.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling