-57.8%
RCAT vs BR
-14.2%
-43.6%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | +3.0% | -13.3% | -9.9% |
| 7D | -18.5% | +7.0% | -25.5% | -17.9% |
| 30D | -37.0% | +19.0% | -55.9% | -36.4% |
| 3M | -54.9% | +13.1% | -67.9% | -54.5% |
| 6M | -63.6% | +24.6% | -88.3% | -62.6% |
| YTD | -49.6% | -13.6% | -36.0% | -46.8% |
| 1Y | -57.8% | -13.1% | -44.7% | -56.5% |
| All | -57.8% | -14.2% | -43.6% | -56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 1y: compounded portfolio wealth divided by compounded BR 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…
1y analysis · Full analysis span regression · 6 months rolling