+70.9%
RCAT vs BR
+18.1%
+52.8%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | +7.2% | +1.9% | +5.4% | +6.1% |
| 30D | -20.4% | +15.9% | -36.3% | -26.3% |
| 3M | -59.8% | +13.7% | -73.4% | -62.6% |
| 6M | -61.9% | +31.0% | -92.9% | -67.3% |
| YTD | -45.9% | -12.0% | -33.9% | -42.1% |
| 1Y | -50.5% | -11.5% | -39.0% | -47.3% |
| 3Y | +387.5% | +14.9% | +372.6% | +361.0% |
| 5Y | +70.9% | +20.1% | +50.8% | +68.7% |
| All | +70.9% | +18.1% | +52.8% | +68.7% |
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