+61.9%
RCAT vs BG
+22.7%
+39.2%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.7% | -4.7% | -6.0% |
| 7D | -5.6% | +5.0% | -10.6% | -6.8% |
| 30D | -27.0% | -3.2% | -23.8% | -26.6% |
| 3M | -57.9% | -11.2% | -46.7% | -56.7% |
| 6M | -59.4% | -19.4% | -40.0% | -57.2% |
| YTD | -46.9% | +13.6% | -60.5% | -48.1% |
| 1Y | -54.0% | +7.3% | -61.3% | -54.6% |
| 3Y | +378.4% | +3.8% | +374.6% | +369.8% |
| 5Y | +61.9% | +23.2% | +38.7% | +30.9% |
| All | +61.9% | +22.7% | +39.2% | +30.9% |
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