-5.9%
BRO vs RCAT
-49.8%
+44.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -6.5% | +4.1% | -2.6% |
| 7D | -7.6% | -2.3% | -5.4% | -7.7% |
| 30D | -6.9% | -18.7% | +11.8% | -7.3% |
| 3M | +12.8% | -29.3% | +42.1% | +13.1% |
| 6M | -5.9% | -42.3% | +36.5% | -5.4% |
| All | -5.9% | -49.8% | +44.0% | -5.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling