-33.9%
BAX vs RCAT
-99.6%
+65.7%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +11.4% | -9.0% | +2.4% |
| 7D | +9.0% | +1.1% | +7.9% | +9.0% |
| 30D | +8.5% | -22.0% | +30.5% | +8.5% |
| 3M | -4.1% | -51.1% | +47.0% | -3.8% |
| 6M | +46.9% | -56.6% | +103.5% | +47.3% |
| YTD | +38.4% | -43.3% | +81.6% | +38.5% |
| 1Y | +47.0% | -51.5% | +98.5% | +47.2% |
| 3Y | -14.9% | +411.4% | -426.3% | -15.9% |
| 5Y | -62.5% | +74.4% | -136.9% | -62.9% |
| 10Y | -33.9% | -99.6% | +65.7% | -33.2% |
| All | -33.9% | -99.6% | +65.7% | -33.2% |
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