+237.0%
BP vs RCAT
-100.0%
+337.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +18.6% | -19.0% | -0.4% |
| 7D | -11.6% | -12.7% | +1.1% | -11.6% |
| 30D | 0.0% | -34.3% | +34.4% | +0.1% |
| 3M | +6.7% | -53.4% | +60.1% | +6.9% |
| 6M | +2.2% | -62.0% | +64.1% | +2.3% |
| YTD | +33.0% | -49.1% | +82.0% | +33.0% |
| 1Y | +30.7% | -53.1% | +83.9% | +30.8% |
| 3Y | +44.2% | +318.7% | -274.5% | +43.2% |
| 5Y | +105.1% | +48.5% | +56.6% | +103.9% |
| 10Y | +133.5% | -99.6% | +233.2% | +126.3% |
| All | +237.0% | -100.0% | +337.0% | +188.6% |
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