-29.7%
BTDR vs RCAT
+36.2%
-65.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +1.9% | +7.8% | +9.3% |
| 7D | +7.7% | +7.2% | +0.4% | +6.6% |
| 30D | -24.1% | -20.4% | -3.7% | -19.9% |
| 3M | -19.1% | -59.8% | +40.7% | -2.8% |
| 6M | -46.6% | -61.9% | +15.2% | -36.0% |
| YTD | -37.3% | -45.9% | +8.6% | -30.7% |
| 1Y | -53.2% | -50.5% | -2.7% | -47.5% |
| 3Y | +77.1% | +387.5% | -310.4% | +79.5% |
| 5Y | -29.7% | +70.9% | -100.6% | -29.2% |
| All | -29.7% | +36.2% | -65.9% | -28.7% |
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