+23.3%
BDX vs RCAT
+63.2%
-39.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.4% | +5.2% | -1.2% |
| 7D | +7.3% | -5.6% | +12.9% | +7.3% |
| 30D | +15.7% | -27.0% | +42.7% | +16.1% |
| 3M | +19.1% | -57.9% | +77.0% | +20.2% |
| 6M | +44.1% | -59.4% | +103.5% | +45.3% |
| YTD | +42.1% | -46.9% | +89.0% | +42.1% |
| 1Y | +52.6% | -54.0% | +106.7% | +52.8% |
| 3Y | +22.6% | +378.4% | -355.8% | +14.5% |
| 5Y | +23.3% | +61.9% | -38.6% | +14.7% |
| All | +23.3% | +63.2% | -39.9% | +14.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling