+23.1%
BDX vs RCAT
-7.9%
+31.0%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +0.8% |
| 3M | +19.0% | -29.3% | +48.2% | +19.5% |
| 6M | +10.8% | -42.3% | +53.1% | +11.4% |
| YTD | +20.1% | +2.5% | +17.6% | +19.0% |
| 1Y | +23.1% | -5.7% | +28.7% | +20.9% |
| All | +23.1% | -7.9% | +31.0% | +20.9% |
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 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