+37.4%
BX vs RCAT
+387.5%
-350.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -0.6% |
| 7D | -2.8% | +7.2% | -10.1% | -3.6% |
| 30D | +7.3% | -20.4% | +27.7% | +8.8% |
| 3M | -16.3% | -59.8% | +43.5% | -10.6% |
| 6M | +2.5% | -61.9% | +64.4% | +8.7% |
| YTD | -17.6% | -45.9% | +28.3% | -16.5% |
| 1Y | -12.4% | -50.5% | +38.1% | -11.0% |
| All | +37.4% | +387.5% | -350.1% | +19.6% |
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 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