-100.0%
RCAT vs BG
+764.2%
-864.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.8% |
| 7D | -1.4% | +2.8% | -4.2% | -1.9% |
| 30D | -3.3% | +12.0% | -15.4% | -5.4% |
| 3M | -43.2% | -7.7% | -35.5% | -42.6% |
| 6M | -43.2% | +4.5% | -47.7% | -43.7% |
| YTD | +5.5% | +35.7% | -30.1% | +0.5% |
| 1Y | -1.6% | +50.1% | -51.7% | -8.3% |
| 3Y | +773.7% | +12.6% | +761.1% | +745.9% |
| 5Y | +187.6% | +75.4% | +112.2% | +157.8% |
| 10Y | -98.5% | +150.5% | -248.9% | -98.8% |
| All | -100.0% | +764.2% | -864.2% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling