+27.0%
BROS vs RCAT
+339.1%
-312.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +18.6% | -21.0% | -3.8% |
| 7D | -21.2% | -12.7% | -8.5% | -20.5% |
| 30D | -11.6% | -34.3% | +22.8% | -9.0% |
| 3M | -36.7% | -53.4% | +16.7% | -33.4% |
| 6M | -42.8% | -62.0% | +19.1% | -39.6% |
| YTD | -44.8% | -49.1% | +4.2% | -43.7% |
| 1Y | -36.5% | -53.1% | +16.6% | -35.1% |
| 3Y | +27.0% | +318.7% | -291.7% | +15.9% |
| All | +27.0% | +339.1% | -312.2% | +15.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling