+26.3%
BP vs RCAT
-56.5%
+82.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.4% | +6.4% | +0.1% |
| 7D | -6.3% | -5.6% | -0.7% | -6.3% |
| 30D | -3.6% | -27.0% | +23.4% | -3.0% |
| 3M | +5.2% | -57.9% | +63.1% | +7.4% |
| 6M | +5.3% | -59.4% | +64.7% | +7.3% |
| YTD | +33.1% | -46.9% | +80.0% | +30.3% |
| 1Y | +26.3% | -54.0% | +80.3% | +24.2% |
| All | +26.3% | -56.5% | +82.7% | +24.2% |
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