+246.8%
BP vs RCAT
-100.0%
+346.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -8.3% | +9.5% | +1.3% |
| 7D | +2.5% | +15.6% | -13.1% | +2.5% |
| 30D | -5.6% | -24.1% | +18.5% | -5.5% |
| 3M | +8.0% | -61.9% | +69.9% | +8.2% |
| 6M | +5.7% | -64.3% | +70.0% | +5.8% |
| YTD | +36.8% | -50.4% | +87.2% | +36.9% |
| 1Y | +30.7% | -54.0% | +84.7% | +30.8% |
| 3Y | +51.6% | +347.2% | -295.5% | +50.6% |
| 5Y | +112.2% | +45.7% | +66.5% | +111.0% |
| 10Y | +138.6% | -99.7% | +238.4% | +131.5% |
| All | +246.8% | -100.0% | +346.8% | +197.0% |
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 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