+532.0%
BNY vs RCAT
-100.0%
+632.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.9% | -5.1% | -1.2% |
| 7D | +1.5% | +5.4% | -3.9% | +1.5% |
| 30D | +3.3% | -5.6% | +8.9% | +3.3% |
| 3M | +15.3% | -30.2% | +45.5% | +15.3% |
| 6M | +42.5% | -43.4% | +85.8% | +42.5% |
| YTD | +42.0% | +9.6% | +32.4% | +42.0% |
| 1Y | +59.3% | -2.0% | +61.3% | +59.3% |
| 3Y | +291.2% | +825.0% | -533.8% | +291.7% |
| 5Y | +252.1% | +199.8% | +52.2% | +252.4% |
| 10Y | +407.1% | -98.4% | +505.5% | +423.3% |
| All | +532.0% | -100.0% | +632.0% | +641.0% |
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