+1,148.1%
BRO vs RCAT
-100.0%
+1,248.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -6.5% | +4.1% | -2.4% |
| 7D | -7.6% | -2.3% | -5.4% | -7.6% |
| 30D | -6.9% | -18.7% | +11.8% | -6.8% |
| 3M | +12.8% | -29.3% | +42.1% | +12.9% |
| 6M | -5.9% | -42.3% | +36.5% | -5.8% |
| YTD | -15.9% | +2.5% | -18.4% | -16.0% |
| 1Y | -28.1% | -5.7% | -22.4% | -28.2% |
| 3Y | -7.0% | +764.9% | -771.9% | -7.5% |
| 5Y | +18.0% | +182.3% | -164.3% | +17.4% |
| 10Y | +293.9% | -98.5% | +392.4% | +286.6% |
| All | +1,148.1% | -100.0% | +1,248.1% | +1,063.8% |
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