+27.0%
BROS vs RCAT
+218.3%
-191.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.0% | +2.7% | +0.8% |
| 7D | -6.7% | -1.4% | -5.3% | -6.6% |
| 30D | -29.1% | -3.3% | -25.7% | -29.1% |
| 3M | -16.7% | -43.2% | +26.5% | -14.5% |
| 6M | -11.6% | -43.2% | +31.6% | -10.1% |
| YTD | -23.9% | +5.5% | -29.5% | -25.5% |
| 1Y | -34.8% | -1.6% | -33.1% | -36.5% |
| 3Y | +62.1% | +773.7% | -711.6% | +49.4% |
| All | +27.0% | +218.3% | -191.3% | +17.3% |
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