-27.6%
RCAT vs BG
+53.0%
-80.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.3% | -0.8% |
| 7D | -4.9% | +3.1% | -8.0% | -6.1% |
| 30D | -22.9% | +10.2% | -33.1% | -26.3% |
| 3M | -33.7% | -1.7% | -32.0% | -32.8% |
| 6M | -50.7% | +1.0% | -51.7% | -50.9% |
| YTD | +0.4% | +39.9% | -39.5% | -7.2% |
| 1Y | -27.6% | +53.2% | -80.9% | -31.0% |
| All | -27.6% | +53.0% | -80.6% | -31.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling