+182.3%
RCAT vs BR
+7.6%
+174.7%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.3% | -6.2% | -6.4% |
| 7D | -2.3% | -5.0% | +2.7% | +0.1% |
| 30D | -18.7% | -2.5% | -16.2% | -18.0% |
| 3M | -29.3% | +13.5% | -42.8% | -34.5% |
| 6M | -42.3% | -9.4% | -32.9% | -39.7% |
| YTD | +2.5% | -23.3% | +25.8% | +17.5% |
| 1Y | -5.7% | -31.6% | +25.9% | +16.6% |
| 3Y | +764.9% | -5.1% | +770.0% | +809.0% |
| 5Y | +182.3% | +8.2% | +174.1% | +168.7% |
| All | +182.3% | +7.6% | +174.7% | +168.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling