-64.2%
BAX vs RCAT
+41.8%
-106.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.7% | +0.4% |
| 7D | +0.1% | -5.9% | +6.0% | +0.2% |
| 30D | +4.1% | -19.7% | +23.7% | +4.5% |
| 3M | -4.5% | -62.9% | +58.3% | -2.3% |
| 6M | +49.2% | -59.6% | +108.8% | +51.6% |
| YTD | +35.2% | -52.1% | +87.3% | +36.3% |
| 1Y | +38.3% | -50.9% | +89.2% | +39.1% |
| 3Y | -19.0% | +333.8% | -352.8% | -24.4% |
| All | -64.2% | +41.8% | -106.0% | -65.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling