-57.8%
RCAT vs BTG
+24.4%
-82.2%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | +8.7% | -19.0% | -15.0% |
| 7D | -18.5% | -0.2% | -18.3% | -19.0% |
| 30D | -37.0% | -0.8% | -36.2% | -37.1% |
| 3M | -54.9% | +31.8% | -86.7% | -63.3% |
| 6M | -63.6% | +20.4% | -84.1% | -68.9% |
| YTD | -49.6% | +14.7% | -64.3% | -62.8% |
| 1Y | -57.8% | +29.4% | -87.2% | -73.3% |
| All | -57.8% | +24.4% | -82.2% | -73.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 1y: compounded portfolio wealth divided by compounded BTG 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…
1y analysis · Full analysis span regression · 6 months rolling