+23.8%
BTDR vs RCAT
+165.7%
-141.9%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.0% | +5.9% | +4.3% |
| 7D | +20.0% | -1.4% | +21.4% | +20.4% |
| 30D | +11.9% | -3.3% | +15.3% | +12.0% |
| 3M | -36.9% | -43.2% | +6.3% | -30.2% |
| 6M | +56.5% | -43.2% | +99.7% | +69.8% |
| YTD | +10.4% | +5.5% | +4.9% | +6.5% |
| 1Y | +3.1% | -1.6% | +4.7% | +0.3% |
| 3Y | -2.6% | +773.7% | -776.3% | -13.7% |
| 5Y | +25.2% | +187.6% | -162.5% | +10.4% |
| All | +23.8% | +165.7% | -141.9% | +9.5% |
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