+142.2%
BP vs RCAT
-99.8%
+242.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.4% | +4.3% | +0.9% |
| 7D | +3.8% | -5.9% | +9.7% | +3.8% |
| 30D | -5.3% | -19.7% | +14.4% | -5.2% |
| 3M | +9.3% | -62.9% | +72.1% | +9.7% |
| 6M | +7.2% | -59.6% | +66.8% | +7.6% |
| YTD | +38.0% | -52.1% | +90.1% | +38.2% |
| 1Y | +33.2% | -50.9% | +84.1% | +33.3% |
| 3Y | +50.3% | +333.8% | -283.5% | +48.3% |
| 5Y | +114.1% | +40.7% | +73.3% | +111.6% |
| All | +142.2% | -99.8% | +242.0% | +139.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling