+182.3%
RCAT vs BTG
+75.0%
+107.2%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +1.7% | -8.1% | -6.9% |
| 7D | -2.3% | +2.4% | -4.7% | -3.0% |
| 30D | -18.7% | +9.5% | -28.2% | -20.9% |
| 3M | -29.3% | +38.5% | -67.8% | -35.8% |
| 6M | -42.3% | +5.6% | -48.0% | -44.2% |
| YTD | +2.5% | +23.9% | -21.4% | -4.3% |
| 1Y | -5.7% | +32.1% | -37.8% | -12.7% |
| 3Y | +764.9% | +103.2% | +661.7% | +657.9% |
| 5Y | +182.3% | +79.7% | +102.6% | +142.7% |
| All | +182.3% | +75.0% | +107.2% | +142.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling