-10.0%
BDX vs RCAT
+720.6%
-730.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +0.8% |
| 7D | -3.2% | -4.9% | +1.7% | -3.1% |
| 30D | -2.5% | -22.9% | +20.3% | -2.4% |
| 3M | +21.4% | -33.7% | +55.1% | +21.9% |
| 6M | +10.4% | -50.7% | +61.2% | +10.9% |
| YTD | +18.8% | +0.4% | +18.5% | +18.3% |
| 1Y | +21.7% | -27.6% | +49.3% | +21.3% |
| 3Y | -10.0% | +753.2% | -763.1% | -11.4% |
| All | -10.0% | +720.6% | -730.6% | -11.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling