-38.7%
BTDR vs RCAT
+24.9%
-63.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | -8.3% | -4.5% | -11.0% |
| 7D | +15.4% | +15.6% | -0.1% | +12.4% |
| 30D | -33.4% | -24.1% | -9.3% | -28.9% |
| 3M | -32.0% | -61.9% | +29.8% | -17.2% |
| 6M | -52.2% | -64.3% | +12.1% | -41.7% |
| YTD | -45.3% | -50.4% | +5.1% | -38.3% |
| 1Y | -56.0% | -54.0% | -2.0% | -49.7% |
| 3Y | +54.4% | +347.2% | -292.8% | +59.7% |
| 5Y | -38.5% | +45.7% | -84.3% | -36.8% |
| All | -38.7% | +24.9% | -63.6% | -36.6% |
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