+825.0%
RCAT vs BG
+20.0%
+805.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +4.4% | -0.5% | +2.8% |
| 7D | +5.4% | +2.4% | +3.0% | +4.8% |
| 30D | -5.6% | +15.0% | -20.6% | -9.1% |
| 3M | -30.2% | -0.7% | -29.6% | -30.2% |
| 6M | -43.4% | +7.5% | -50.9% | -44.3% |
| YTD | +9.6% | +41.6% | -32.0% | +3.6% |
| 1Y | -2.0% | +50.7% | -52.6% | -8.1% |
| 3Y | +825.0% | +20.3% | +804.7% | +746.1% |
| All | +825.0% | +20.0% | +805.0% | +746.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling