-8.1%
BROS vs RCAT
+49.6%
-57.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -8.3% | +4.6% | -3.2% |
| 7D | -2.5% | +15.6% | -18.1% | -3.4% |
| 30D | -11.2% | -24.1% | +12.9% | -10.0% |
| 3M | -33.9% | -61.9% | +27.9% | -30.5% |
| 6M | -33.5% | -64.3% | +30.8% | -30.3% |
| YTD | -44.9% | -50.4% | +5.4% | -43.9% |
| 1Y | -41.5% | -54.0% | +12.5% | -40.3% |
| 3Y | +22.4% | +347.2% | -324.7% | +17.4% |
| 5Y | -45.7% | +45.7% | -91.4% | -51.2% |
| All | -8.1% | +49.6% | -57.7% | -11.7% |
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