+41.1%
BAX vs RCAT
-100.0%
+141.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +18.6% | -18.1% | +0.5% |
| 7D | +12.1% | -12.7% | +24.9% | +12.1% |
| 30D | +7.6% | -34.3% | +41.9% | +7.6% |
| 3M | -4.5% | -53.4% | +48.9% | -4.4% |
| 6M | +52.0% | -62.0% | +114.0% | +52.2% |
| YTD | +35.1% | -49.1% | +84.2% | +35.2% |
| 1Y | +43.7% | -53.1% | +96.8% | +43.8% |
| 3Y | -20.9% | +318.7% | -339.6% | -21.2% |
| 5Y | -63.5% | +48.5% | -112.1% | -63.6% |
| 10Y | -36.0% | -99.6% | +63.6% | -36.5% |
| All | +41.1% | -100.0% | +141.1% | +37.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling