+41.3%
BAX vs RCAT
-100.0%
+141.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +3.0% | +1.0% |
| 7D | -1.1% | -1.4% | +0.3% | -1.1% |
| 30D | -5.5% | -3.3% | -2.1% | -5.5% |
| 3M | +33.5% | -43.2% | +76.8% | +33.6% |
| 6M | +35.9% | -43.2% | +79.0% | +35.9% |
| YTD | +35.4% | +5.5% | +29.8% | +35.3% |
| 1Y | +9.8% | -1.6% | +11.4% | +9.7% |
| 3Y | -32.7% | +773.7% | -806.4% | -33.0% |
| 5Y | -65.6% | +187.6% | -253.2% | -65.7% |
| 10Y | -34.9% | -98.5% | +63.5% | -35.5% |
| All | +41.3% | -100.0% | +141.3% | +37.9% |
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