-1.8%
BROS vs RCAT
+71.1%
-72.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +11.4% | -4.8% | +5.9% |
| 7D | -17.9% | +1.1% | -19.0% | -18.0% |
| 30D | -5.4% | -22.0% | +16.6% | -4.2% |
| 3M | -32.1% | -51.1% | +19.1% | -29.6% |
| 6M | -31.7% | -56.6% | +24.9% | -29.3% |
| YTD | -41.2% | -43.3% | +2.1% | -40.5% |
| 1Y | -32.6% | -51.5% | +18.9% | -31.5% |
| 3Y | +32.7% | +411.4% | -378.7% | +26.2% |
| 5Y | -44.2% | +74.4% | -118.7% | -49.5% |
| All | -1.8% | +71.1% | -72.9% | -6.4% |
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