+389.7%
RCAT vs BR
+15.2%
+374.5%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | +7.2% | +1.9% | +5.4% | +6.4% |
| 30D | -20.4% | +15.9% | -36.3% | -25.3% |
| 3M | -59.8% | +13.7% | -73.4% | -62.1% |
| 6M | -61.9% | +31.0% | -92.9% | -66.5% |
| YTD | -45.9% | -12.0% | -33.9% | -39.1% |
| 1Y | -50.5% | -11.5% | -39.0% | -44.7% |
| All | +389.7% | +15.2% | +374.5% | +429.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling