-36.8%
BAX vs RCAT
-99.8%
+62.9%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +18.6% | -18.1% | +0.5% |
| 7D | +12.1% | -12.7% | +24.9% | +12.2% |
| 30D | +7.6% | -34.3% | +41.9% | +7.8% |
| 3M | -4.5% | -53.4% | +48.9% | -4.2% |
| 6M | +52.0% | -62.0% | +114.0% | +52.5% |
| YTD | +35.1% | -49.1% | +84.2% | +35.3% |
| 1Y | +43.7% | -53.1% | +96.8% | +43.9% |
| 3Y | -20.9% | +318.7% | -339.6% | -21.7% |
| 5Y | -63.5% | +48.5% | -112.1% | -63.9% |
| All | -36.8% | -99.8% | +62.9% | -37.0% |
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