+182.3%
RCAT vs BG
+84.9%
+97.4%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.3% | -6.2% | -6.4% |
| 7D | -2.3% | +0.5% | -2.8% | -2.4% |
| 30D | -18.7% | +10.3% | -29.0% | -21.2% |
| 3M | -29.3% | -1.9% | -27.4% | -29.2% |
| 6M | -42.3% | +5.2% | -47.6% | -43.2% |
| YTD | +2.5% | +41.2% | -38.6% | -6.0% |
| 1Y | -5.7% | +50.5% | -56.2% | -15.2% |
| 3Y | +764.9% | +19.9% | +745.0% | +715.1% |
| 5Y | +182.3% | +86.7% | +95.6% | +59.5% |
| All | +182.3% | +84.9% | +97.4% | +59.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling