+101.1%
BDX vs RCAT
-99.8%
+200.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | +0.9% |
| 7D | +2.5% | +7.2% | -4.7% | +2.5% |
| 30D | +13.6% | -20.4% | +34.0% | +13.6% |
| 3M | +18.9% | -59.8% | +78.7% | +19.2% |
| 6M | +51.8% | -61.9% | +113.7% | +52.1% |
| YTD | +43.3% | -45.9% | +89.2% | +43.4% |
| 1Y | +48.0% | -50.5% | +98.5% | +48.0% |
| 3Y | +23.7% | +387.5% | -363.8% | +22.6% |
| 5Y | +24.9% | +70.9% | -46.0% | +23.9% |
| All | +101.1% | -99.8% | +200.9% | +95.3% |
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