-100.0%
RCAT vs BG
+627.8%
-727.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -0.3% | -8.0% | -8.2% |
| 7D | +15.6% | +1.5% | +14.1% | +15.4% |
| 30D | -24.1% | -7.0% | -17.1% | -23.2% |
| 3M | -61.9% | -10.0% | -51.9% | -61.3% |
| 6M | -64.3% | -19.8% | -44.5% | -63.1% |
| YTD | -50.4% | +14.3% | -64.7% | -51.4% |
| 1Y | -54.0% | +6.5% | -60.5% | -54.5% |
| 3Y | +347.2% | +4.4% | +342.8% | +339.2% |
| 5Y | +45.7% | +20.2% | +25.5% | +38.7% |
| 10Y | -99.7% | +108.5% | -208.3% | -99.8% |
| All | -100.0% | +627.8% | -727.8% | -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