-99.5%
RCAT vs BUD
+201.1%
-300.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.0% |
| 7D | -1.4% | +0.3% | -1.7% | -1.5% |
| 30D | -3.3% | -5.7% | +2.3% | -1.9% |
| 3M | -43.2% | +3.1% | -46.3% | -44.2% |
| 6M | -43.2% | +7.9% | -51.1% | -45.2% |
| YTD | +5.5% | +27.3% | -21.8% | -3.7% |
| 1Y | -1.6% | +37.8% | -39.5% | -13.1% |
| 3Y | +773.7% | +49.8% | +723.8% | +637.9% |
| 5Y | +187.6% | +43.8% | +143.8% | +141.8% |
| 10Y | -98.5% | -22.6% | -75.8% | -98.8% |
| All | -99.5% | +201.1% | -300.6% | -99.8% |
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