-37.1%
BAX vs RCAT
-98.4%
+61.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +3.9% | -7.6% | -3.8% |
| 7D | -2.4% | +5.4% | -7.8% | -2.5% |
| 30D | -9.7% | -5.6% | -4.1% | -9.7% |
| 3M | +29.3% | -30.2% | +59.5% | +29.4% |
| 6M | +40.7% | -43.4% | +84.1% | +40.8% |
| YTD | +30.3% | +9.6% | +20.6% | +30.0% |
| 1Y | +3.4% | -2.0% | +5.4% | +3.2% |
| 3Y | -32.0% | +825.0% | -857.0% | -32.9% |
| 5Y | -66.9% | +199.8% | -266.7% | -67.3% |
| 10Y | -37.1% | -98.4% | +61.3% | -36.2% |
| All | -37.1% | -98.4% | +61.3% | -36.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling