-99.8%
RCAT vs BUD
+214.6%
-314.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.6% | -1.5% | +20.1% | +19.0% |
| 7D | -12.7% | +4.5% | -17.2% | -14.1% |
| 30D | -34.3% | +12.5% | -46.8% | -36.8% |
| 3M | -53.4% | 0.0% | -53.4% | -53.7% |
| 6M | -62.0% | +3.8% | -65.8% | -63.0% |
| YTD | -49.1% | +33.1% | -82.1% | -54.4% |
| 1Y | -53.1% | +35.5% | -88.6% | -58.4% |
| 3Y | +318.7% | +49.4% | +269.3% | +253.6% |
| 5Y | +48.5% | +48.0% | +0.5% | +23.4% |
| 10Y | -99.6% | -8.6% | -91.0% | -99.7% |
| All | -99.8% | +214.6% | -314.4% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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