+25.1%
BROS vs RCAT
+230.6%
-205.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.9% | -5.4% | -1.7% |
| 7D | -0.9% | +5.4% | -6.3% | -1.2% |
| 30D | -13.5% | -5.6% | -7.9% | -13.3% |
| 3M | -18.4% | -30.2% | +11.8% | -17.2% |
| 6M | -10.6% | -43.4% | +32.8% | -9.0% |
| YTD | -25.1% | +9.6% | -34.7% | -26.7% |
| 1Y | -28.6% | -2.0% | -26.7% | -30.5% |
| 3Y | +65.6% | +825.0% | -759.4% | +52.2% |
| All | +25.1% | +230.6% | -205.5% | +15.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling