+289.7%
BNY vs RCAT
+733.0%
-443.3%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.7% | +0.1% |
| 7D | -1.1% | -5.4% | +4.3% | -0.8% |
| 30D | +1.4% | -24.2% | +25.6% | +2.5% |
| 3M | +16.8% | -25.8% | +42.6% | +17.8% |
| 6M | +42.0% | -44.9% | +86.9% | +44.0% |
| YTD | +41.9% | +1.9% | +40.0% | +39.3% |
| 1Y | +59.2% | -5.2% | +64.4% | +55.6% |
| All | +289.7% | +733.0% | -443.3% | +266.6% |
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 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