+463.5%
BTSG vs RCAT
+1,150.8%
-687.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.5% | +5.6% | -0.5% |
| 7D | +2.9% | -2.3% | +5.2% | +3.0% |
| 30D | +0.9% | -18.7% | +19.6% | +2.0% |
| 3M | +1.6% | -29.3% | +30.9% | +3.2% |
| 6M | +46.8% | -42.3% | +89.1% | +49.3% |
| YTD | +65.5% | +2.5% | +63.0% | +61.1% |
| 1Y | +136.2% | -5.7% | +141.9% | +128.5% |
| All | +463.5% | +1,150.8% | -687.2% | +409.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling