+48.0%
BAX vs RCAT
-59.1%
+107.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -10.3% | +14.3% | +4.3% |
| 7D | +4.1% | -18.5% | +22.6% | +4.7% |
| 30D | +9.4% | -37.0% | +46.4% | +11.0% |
| 3M | -6.5% | -54.9% | +48.4% | -4.1% |
| 6M | +59.6% | -63.6% | +123.2% | +63.5% |
| YTD | +38.9% | -49.6% | +88.4% | +42.1% |
| 1Y | +48.0% | -57.8% | +105.8% | +53.5% |
| All | +48.0% | -59.1% | +107.1% | +53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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