+39.2%
BP vs RCAT
+1.5%
+37.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.9% | -1.4% | +2.4% |
| 7D | +0.9% | +5.4% | -4.5% | +0.8% |
| 30D | +9.1% | -5.6% | +14.7% | +9.2% |
| 3M | +3.9% | -30.2% | +34.1% | +4.8% |
| 6M | +13.6% | -43.4% | +57.0% | +15.1% |
| YTD | +34.0% | +9.6% | +24.4% | +32.2% |
| 1Y | +39.2% | -2.0% | +41.1% | +39.8% |
| All | +39.2% | +1.5% | +37.7% | +39.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling