-31.5%
BROS vs RCAT
-7.9%
-23.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.5% | +4.5% | -1.5% |
| 7D | -6.6% | -2.3% | -4.3% | -6.5% |
| 30D | -12.3% | -18.7% | +6.4% | -11.2% |
| 3M | -22.2% | -29.3% | +7.1% | -20.6% |
| 6M | -14.3% | -42.3% | +28.0% | -12.3% |
| YTD | -26.6% | +2.5% | -29.1% | -27.7% |
| 1Y | -31.5% | -5.7% | -25.8% | -33.0% |
| All | -31.5% | -7.9% | -23.6% | -33.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling