+47.3%
BDX vs RCAT
-54.8%
+102.0%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.4% | +4.5% | +1.1% |
| 7D | +2.9% | -5.9% | +8.8% | +2.9% |
| 30D | +15.4% | -19.7% | +35.1% | +15.5% |
| 3M | +20.5% | -62.9% | +83.4% | +21.2% |
| 6M | +53.2% | -59.6% | +112.8% | +53.5% |
| YTD | +45.7% | -52.1% | +97.8% | +43.3% |
| 1Y | +47.3% | -50.9% | +98.2% | +44.6% |
| All | +47.3% | -54.8% | +102.0% | +44.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling