+60.5%
BDX vs RCAT
-98.5%
+159.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.5% | +7.5% | +1.0% |
| 7D | -3.6% | -2.3% | -1.3% | -3.5% |
| 30D | +0.7% | -18.7% | +19.4% | +0.7% |
| 3M | +19.0% | -29.3% | +48.2% | +19.0% |
| 6M | +10.8% | -42.3% | +53.1% | +10.9% |
| YTD | +20.1% | +2.5% | +17.6% | +20.0% |
| 1Y | +23.1% | -5.7% | +28.7% | +22.9% |
| 3Y | -8.8% | +764.9% | -773.7% | -9.6% |
| 5Y | -1.4% | +182.3% | -183.7% | -2.2% |
| 10Y | +60.5% | -98.5% | +159.0% | +56.6% |
| All | +60.5% | -98.5% | +159.0% | +56.6% |
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