-99.9%
RCAT vs BR
+1,473.8%
-1,573.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -0.7% | -7.6% | -8.0% |
| 7D | +15.6% | -1.3% | +16.8% | +16.1% |
| 30D | -24.1% | +13.7% | -37.8% | -28.7% |
| 3M | -61.9% | +13.8% | -75.7% | -64.4% |
| 6M | -64.3% | +29.7% | -94.0% | -68.8% |
| YTD | -50.4% | -12.6% | -37.8% | -48.8% |
| 1Y | -54.0% | -12.4% | -41.6% | -52.7% |
| 3Y | +347.2% | +14.1% | +333.0% | +314.9% |
| 5Y | +45.7% | +18.7% | +27.1% | +31.6% |
| 10Y | -99.7% | +276.2% | -376.0% | -99.8% |
| All | -99.9% | +1,473.8% | -1,573.7% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling