+559.0%
BTSG vs RCAT
+547.7%
+11.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -6.4% | +11.3% | +5.2% |
| 7D | +3.8% | -5.6% | +9.4% | +3.9% |
| 30D | +13.7% | -27.0% | +40.8% | +15.5% |
| 3M | +18.0% | -57.9% | +75.9% | +23.6% |
| 6M | +32.2% | -59.4% | +91.6% | +37.2% |
| YTD | +93.6% | -46.9% | +140.5% | +95.2% |
| 1Y | +115.9% | -54.0% | +170.0% | +118.7% |
| All | +559.0% | +547.7% | +11.3% | +517.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling