+24.7%
BTDR vs RCAT
+184.3%
-159.6%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -6.5% | +3.8% | -1.4% |
| 7D | +14.8% | -2.3% | +17.1% | +15.3% |
| 30D | +41.8% | -18.7% | +60.5% | +47.5% |
| 3M | -29.2% | -29.3% | +0.1% | -24.8% |
| 6M | +66.2% | -42.3% | +108.5% | +80.2% |
| YTD | +10.0% | +2.5% | +7.5% | +6.6% |
| 1Y | -11.0% | -5.7% | -5.3% | -12.8% |
| 3Y | +6.9% | +764.9% | -758.0% | -4.8% |
| 5Y | +24.7% | +182.3% | -157.6% | +10.0% |
| All | +24.7% | +184.3% | -159.6% | +10.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling