-8.5%
BX vs RCAT
-59.1%
+50.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -10.3% | +16.6% | +7.0% |
| 7D | +8.3% | -18.5% | +26.8% | +9.9% |
| 30D | +13.5% | -37.0% | +50.5% | +17.6% |
| 3M | -7.6% | -54.9% | +47.2% | -1.9% |
| 6M | +4.0% | -63.6% | +67.7% | +11.2% |
| YTD | -15.2% | -49.6% | +34.4% | -13.9% |
| 1Y | -8.5% | -57.8% | +49.3% | -5.6% |
| All | -8.5% | -59.1% | +50.7% | -5.6% |
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