-99.8%
RCAT vs BR
+275.8%
-375.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -0.7% | -7.6% | -7.8% |
| 7D | +15.6% | -1.3% | +16.8% | +16.4% |
| 30D | -24.1% | +13.7% | -37.8% | -31.3% |
| 3M | -61.9% | +13.8% | -75.7% | -65.8% |
| 6M | -64.3% | +29.7% | -94.0% | -71.3% |
| YTD | -50.4% | -12.6% | -37.8% | -47.5% |
| 1Y | -54.0% | -12.4% | -41.6% | -51.5% |
| 3Y | +347.2% | +14.1% | +333.0% | +287.5% |
| 5Y | +45.7% | +18.7% | +27.1% | +19.2% |
| All | -99.8% | +275.8% | -375.6% | -99.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling