-99.5%
RCAT vs BTG
+392.0%
-491.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.8% |
| 7D | -1.4% | -0.9% | -0.5% | -1.3% |
| 30D | -3.3% | +36.8% | -40.2% | -8.6% |
| 3M | -43.2% | +23.1% | -66.3% | -45.3% |
| 6M | -43.2% | +3.5% | -46.6% | -43.8% |
| YTD | +5.5% | +25.5% | -19.9% | +1.3% |
| 1Y | -1.6% | +40.1% | -41.7% | -6.9% |
| 3Y | +773.7% | +101.1% | +672.6% | +667.9% |
| 5Y | +187.6% | +70.6% | +117.0% | +153.8% |
| 10Y | -98.5% | +152.1% | -250.6% | -98.8% |
| All | -99.5% | +392.0% | -491.5% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling