+5,797.9%
BN vs RCAT
-100.0%
+5,897.9%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +18.6% | -19.6% | -1.0% |
| 7D | +5.3% | -12.7% | +18.1% | +5.4% |
| 30D | +11.9% | -34.3% | +46.2% | +12.1% |
| 3M | -5.7% | -53.4% | +47.7% | -5.5% |
| 6M | -10.6% | -62.0% | +51.3% | -10.4% |
| YTD | -9.4% | -49.1% | +39.7% | -9.3% |
| 1Y | -8.8% | -53.1% | +44.3% | -8.7% |
| 3Y | +95.6% | +318.7% | -223.0% | +93.8% |
| 5Y | +30.2% | +48.5% | -18.4% | +29.1% |
| 10Y | +277.0% | -99.6% | +376.7% | +258.3% |
| All | +5,797.9% | -100.0% | +5,897.9% | +4,322.8% |
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 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