+112.8%
BP vs RCAT
+41.8%
+71.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.4% | +4.3% | +1.0% |
| 7D | +3.8% | -5.9% | +9.7% | +3.9% |
| 30D | -5.3% | -19.7% | +14.4% | -4.9% |
| 3M | +9.3% | -62.9% | +72.1% | +11.6% |
| 6M | +7.2% | -59.6% | +66.8% | +8.9% |
| YTD | +38.0% | -52.1% | +90.1% | +38.8% |
| 1Y | +33.2% | -50.9% | +84.1% | +33.7% |
| 3Y | +50.3% | +333.8% | -283.5% | +37.9% |
| All | +112.8% | +41.8% | +71.0% | +101.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling