+30.3%
BN vs RCAT
+46.9%
-16.6%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +18.6% | -19.6% | -2.2% |
| 7D | +5.3% | -12.7% | +18.1% | +6.0% |
| 30D | +11.9% | -34.3% | +46.2% | +14.7% |
| 3M | -5.7% | -53.4% | +47.7% | -1.3% |
| 6M | -10.6% | -62.0% | +51.3% | -6.1% |
| YTD | -9.4% | -49.1% | +39.7% | -8.1% |
| 1Y | -8.8% | -53.1% | +44.3% | -7.4% |
| 3Y | +95.6% | +318.7% | -223.0% | +64.8% |
| All | +30.3% | +46.9% | -16.6% | +18.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling