-98.5%
RCAT vs BG
+171.4%
-269.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.9% |
| 7D | -5.4% | +3.7% | -9.1% | -6.3% |
| 30D | -24.2% | +12.3% | -36.5% | -26.7% |
| 3M | -25.8% | -2.2% | -23.6% | -25.8% |
| 6M | -44.9% | +5.3% | -50.2% | -45.8% |
| YTD | +1.9% | +42.4% | -40.5% | -6.7% |
| 1Y | -5.2% | +55.2% | -60.4% | -15.6% |
| 3Y | +759.6% | +21.0% | +738.6% | +704.2% |
| 5Y | +187.5% | +87.1% | +100.4% | +135.8% |
| All | -98.5% | +171.4% | -269.9% | -99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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