+2,384.5%
BTI vs RCAT
-100.0%
+2,484.5%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -1.1% |
| 7D | -1.4% | -1.4% | 0.0% | -1.4% |
| 30D | -6.6% | -3.3% | -3.3% | -6.6% |
| 3M | -3.0% | -43.2% | +40.2% | -3.0% |
| 6M | -6.7% | -43.2% | +36.5% | -6.7% |
| YTD | +0.6% | +5.5% | -5.0% | +0.5% |
| 1Y | +5.6% | -1.6% | +7.2% | +5.5% |
| 3Y | +110.3% | +773.7% | -663.4% | +109.5% |
| 5Y | +114.3% | +187.6% | -73.4% | +113.5% |
| 10Y | +67.7% | -98.5% | +166.1% | +65.9% |
| All | +2,384.5% | -100.0% | +2,484.5% | +2,469.6% |
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 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