+2,683.6%
BTI vs RCAT
-100.0%
+2,783.6%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -8.3% | +8.3% | 0.0% |
| 7D | -3.2% | +15.6% | -18.8% | -3.2% |
| 30D | +9.7% | -24.1% | +33.8% | +9.7% |
| 3M | +11.1% | -61.9% | +72.9% | +11.1% |
| 6M | -1.2% | -64.3% | +63.1% | -1.1% |
| YTD | +12.7% | -50.4% | +63.0% | +12.7% |
| 1Y | +15.8% | -54.0% | +69.8% | +15.8% |
| 3Y | +148.9% | +347.2% | -198.3% | +148.0% |
| 5Y | +151.9% | +45.7% | +106.2% | +151.2% |
| 10Y | +124.2% | -99.7% | +223.9% | +122.0% |
| All | +2,683.6% | -100.0% | +2,783.6% | +2,780.5% |
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