-98.5%
RCAT vs BR
+189.7%
-288.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.3% |
| 7D | -4.9% | -3.0% | -1.9% | -3.0% |
| 30D | -22.9% | -0.3% | -22.6% | -23.1% |
| 3M | -33.7% | +17.3% | -51.0% | -42.3% |
| 6M | -50.7% | -6.7% | -44.0% | -49.3% |
| YTD | +0.4% | -23.4% | +23.8% | +18.1% |
| 1Y | -27.6% | -32.7% | +5.0% | -5.9% |
| 3Y | +753.2% | -5.9% | +759.1% | +759.9% |
| 5Y | +183.3% | +8.4% | +174.8% | +146.8% |
| All | -98.5% | +189.7% | -288.2% | -99.1% |
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